A New Family of Bivariate Copulas Generated by Univariate Distributions

[摘要] A new family of copulas generated by a univariate distribution function is introduced, relations between this copula and other well-known ones are discussed. The new copula is applied to model the dependence of two real data sets as illustrations.

[学科分类] 土木及结构工程学

[关键词] Archimedean copula;upper tail dependence coefficient;Weibull distribution