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Construction of asymmetric copulas and its application in two-dimensional reliability modelling

Wu, Shaomin - In: European Journal of Operational Research 238 (2014) 2, pp. 476-485

Copulas offer a useful tool in modelling the dependence among random variables. In the literature, most of the existing copulas are symmetric while data collected from the real world may exhibit asymmetric nature. This necessitates developing asymmetric copulas that can model such data. In the...

Persistent link: https://www.econbiz.de/10010785315