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math.ST2017
A family of transformed copulas with singular component
Jiehua Xie, Jingping Yang, Wenhao Zhu
In this paper, we present a family of bivariate copulas by transforming a given copula function with two increasing functions, named as transformed copula. One distinctive characte…
math.ST2013★ 5 cited
Weighted estimation of the dependence function for an extreme-value distribution
Liang Peng, Linyi Qian, Jingping Yang
Bivariate extreme-value distributions have been used in modeling extremes in environmental sciences and risk management. An important issue is estimating the dependence function, s…