搜索结果: 1-1 共查到“approximation of bivariate copulas”相关记录1条 . 查询时间(0.058 秒)
Approximation of bivariate copulas by patched bivariate Fréchet copulas
Bivariate Fréchet copulas patched bivariate Fréchet copula approximation of bivariate copulas
font style='font-size:12px;'>
2016/1/19
Bivariate Fréchet (BF) copulas characterize dependence as a mixture of three simple structures: comonotonicity, in-dependence and countermonotonicity. They are easily interpretable but have limitation...