A Comparison of Archimedean Copula Models for approximating Bivariate Skew-Normal Distribution


  •  A. Nanthakumar    

Abstract

This paper compares the performance of some Archimedean Copulas in approximating the bivariate skew-normal distribution. Our study shows Frank Copula is a better Archimedean Copula for approximating the bivariate skew-normal distribution.



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