Dependence information in parameterized copulas

Engin A. Sungur

    Research output: Contribution to journalArticlepeer-review

    14 Scopus citations


    Copulas are useful devices to explain the dependence structure between variables by eliminating the influence of marginals. In this paper we develop a formula for better understanding of the dependence mechanism hidden in copulas and discuss some approximations on copulas. We explore the copula of multivariate normal distribution in detail and try to reveal interesting features of the class.

    Original languageEnglish (US)
    Pages (from-to)1339-1360
    Number of pages22
    JournalCommunications in Statistics - Simulation and Computation
    Issue number4
    StatePublished - Jan 1 1990


    • approximate copulas
    • copulas
    • dependence
    • dependence
    • information
    • multivariate normal distribution


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