Bivariate temporal dependence via mixtures of rotated copulas

Parametric bivariate copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to construct a model that is adaptable enough to capture s...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	arXiv.org 2024-09
Hauptverfasser:	Pan, Ruyi, Nieto-Barajas, Luis E, Craiu, Radu
Format:	Artikel
Sprache:	eng
Schlagworte:	Bivariate analysis Mixtures Time dependence
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!