Why Are FGM Copulas Successful? A Simple Explanation
Joint Authors
Sriboonchitta, Songsak
Kreinovich, Vladik
Source
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-05-14
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
One of the most computationally convenient nonredundant ways to describe the dependence between two variables is by describing the corresponding copula.
In many applications, a special class of copulas—known as FGM copulas—turned out to be most successful in describing the dependence between quantities.
The main result of this paper is that these copulas are the fastest to compute, and this explains their empirical success.
As an auxiliary result, we also show that a similar explanation can be given in terms of fuzzy logic.
American Psychological Association (APA)
Sriboonchitta, Songsak& Kreinovich, Vladik. 2018. Why Are FGM Copulas Successful? A Simple Explanation. Advances in Fuzzy Systems،Vol. 2018, no. 2018, pp.1-5.
https://search.emarefa.net/detail/BIM-986273
Modern Language Association (MLA)
Sriboonchitta, Songsak& Kreinovich, Vladik. Why Are FGM Copulas Successful? A Simple Explanation. Advances in Fuzzy Systems No. 2018 (2018), pp.1-5.
https://search.emarefa.net/detail/BIM-986273
American Medical Association (AMA)
Sriboonchitta, Songsak& Kreinovich, Vladik. Why Are FGM Copulas Successful? A Simple Explanation. Advances in Fuzzy Systems. 2018. Vol. 2018, no. 2018, pp.1-5.
https://search.emarefa.net/detail/BIM-986273
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-986273