Bivariate-Uniform Representations and Copula Approximations
- A. Nanthakumar
Abstract
In this paper, we present two different representations of the bivariate-uniform distribution and compare these to the Archimedean Copulas such as Clayton, Gumbel, and Frank. From this research, it is very clear that Gumbel Copula is a lot better than Frank and Clayton Copulas for approximating the Bivariate Uniform distribution.
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- DOI:10.5539/ijsp.v14n2p21
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