Flexible Constructions for Bivariate Copulas Emphasizing Local Dependence

Xiaonan Zhu, Qingsong Shan, Suttisak Wisadwongsa, Tonghui Wang. Flexible Constructions for Bivariate Copulas Emphasizing Local Dependence. In Vladik Kreinovich, Songsak Sriboonchitta, editors, Structural Changes and their Econometric Modeling. Volume 808 of Studies in Computational Intelligence, pages 138-151, Springer, 2019. [doi]

Abstract

Abstract is missing.