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Symmetry 2013, 5(1), 81-85; doi:10.3390/sym5010081

Perlman and Wellner’s Circular and Transformed Circular Copulas are Particular Beta and t Copulas

Department of Mathematics & Statistics, The Open University, Walton Hall, Milton Keynes MK7 6AA, UK
Received: 5 January 2013 / Revised: 25 January 2013 / Accepted: 28 January 2013 / Published: 31 January 2013
View Full-Text   |   Download PDF [159 KB, 31 January 2013; original version 31 January 2013]

Abstract

All but one of the copulas in a recent paper in Symmetry by Perlman and Wellner can be identified as particular members of either the beta or t families of elliptical copulas.
Keywords: beta distribution; bivariate distribution; circular copula; elliptical copula; multivariate distribution; t distribution beta distribution; bivariate distribution; circular copula; elliptical copula; multivariate distribution; t distribution
This is an open access article distributed under the Creative Commons Attribution License (CC BY 3.0).

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MDPI and ACS Style

Jones, M.C. Perlman and Wellner’s Circular and Transformed Circular Copulas are Particular Beta and t Copulas. Symmetry 2013, 5, 81-85.

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