Abstract
For data analysis with copulas, one tries to match features seen in data to properties of parametric copula models. Relevant tail asymmetry and dependence properties and measures are summarized. New parametric bivariate copula families in the class of [Durante and Jaworski, 2012] are presented, and some of their dependence and asymmetry properties are determined.
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Joe, H. (2017). Parametric copula families for statistical models. In: Úbeda Flores, M., de Amo Artero, E., Durante, F., Fernández Sánchez, J. (eds) Copulas and Dependence Models with Applications. Springer, Cham. https://doi.org/10.1007/978-3-319-64221-5_8
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DOI: https://doi.org/10.1007/978-3-319-64221-5_8
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-64220-8
Online ISBN: 978-3-319-64221-5
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