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Bivariate distributions with uniform tail behaviour: Copula approach

Result description

We are interested in distributions satisfying the tail uniformity assumption. In this paper general classes of copulas, namely generalized FGM copulas and Archimedean copulas, are studied with the aim to find sufficient conditions for the tail uniformity

Keywords

BivariatedistributionsuniformbehaviourCopulaapproach

The result's identifiers

Alternative languages

  • Result language

    angličtina

  • Original language name

    Bivariate distributions with uniform tail behaviour: Copula approach

  • Original language description

    We are interested in distributions satisfying the tail uniformity assumption. In this paper general classes of copulas, namely generalized FGM copulas and Archimedean copulas, are studied with the aim to find sufficient conditions for the tail uniformity

  • Czech name

    Dvourozměrná rozdělení se stejnoměrnými chvosty; Konstrukce pomocí kopul.

  • Czech description

    Zajímají nás třídy rozdělení splňující předpoklad ekvivalence chvostů. V článku je ukázáno, že pro obecné třídy kopul, jmenovitě FGM a archimédovské kopuly, lze najít postačující podmínky pro ekvivalenci chvostů.

Classification

  • Type

    Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

Others

  • Publication year

    2008

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Communications in Dependability and Quality Management

  • ISSN

    1450-7196

  • e-ISSN

  • Volume of the periodical

    11

  • Issue of the periodical within the volume

    4

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    10

  • Pages from-to

  • UT code for WoS article

  • EID of the result in the Scopus database

Basic information

Result type

Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

Jx

CEP

BA - General mathematics

Year of implementation

2008