SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA

Authors : A SUNGUR ENGİN, Salih ÇELEBİOĞLU, Jongmin KIM

Pages : 41-54

Doi:10.1501/Commua1_0000000193

View : 11 | Download : 21

Publication Date : 2007-02-01

Article Type : Research Paper

Abstract :Given a copula we target another copula and attempt to link themby using various two place functions. In this paper, we de…ne and study twoof such functions, symmetry and complement functions
Keywords : Copula, symmetry, complement function, copula regression function, dependence modelling