Published

2019-01-01

A Method to Select Bivariate Copula Functions

Un método para seleccionar funciones cópula bivariadas

DOI:

https://doi.org/10.15446/rce.v42n1.71780

Keywords:

Copula functions, Selection method, discrimination of copulas, dependence measure, Ledwina measure (en)
Funciones de cópula, Método de selección, discriminación de cópulas, medida de dependencia, Medida Ledwina (es)

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Authors

  • José Rafael Tovar-Cuevas Universidad del Valle
  • Jennyfer Portilla-Yela Pontifica Universidad Javeriana
  • Jorge Alberto Achcar Universidade de Sao Paulo

Copula functions have been extensively used in applied statistics, becoming a good alternative for modeling the dependence of multivariate data. Each copula function has a different dependence structure. An important issue in these applications is the choice of an appropriate copula function model for each one; thus common classical or Bayesian discrimination methods might not be appropriate for determining the best copula. Considering only the special case of bivariate data, we propose a procedure obtained from a recently introduced dependence measure for selecting an appropriate copula for the statistical data analyses.

Las funciones de cópula se han utilizado ampliamente en las estadísticas aplicadas, convirtiéndose en una buena alternativa para modelar la dependencia de datos multivariantes. Cada función cópula tiene una estructura de dependencia diferente. Un problema importante en estas aplicaciones es la elección de un modelo de función de cópula apropiado para cada una; por lo tanto, los métodos comunes de discriminación clásica o bayesiana podrían no ser apropiados para determinar el mejor
cópula. Considerando únicamente el caso especial de datos bivariados, proponemos un procedimiento obtenido a partir de una medida de dependencia recientemente introducida para seleccionar una cópula apropiada para el análisis de datos estadísticos.

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How to Cite

APA

Tovar-Cuevas, J. R., Portilla-Yela, J. & Achcar, J. A. (2019). A Method to Select Bivariate Copula Functions. Revista Colombiana de Estadística, 42(1), 61–80. https://doi.org/10.15446/rce.v42n1.71780

ACM

[1]
Tovar-Cuevas, J.R., Portilla-Yela, J. and Achcar, J.A. 2019. A Method to Select Bivariate Copula Functions. Revista Colombiana de Estadística. 42, 1 (Jan. 2019), 61–80. DOI:https://doi.org/10.15446/rce.v42n1.71780.

ACS

(1)
Tovar-Cuevas, J. R.; Portilla-Yela, J.; Achcar, J. A. A Method to Select Bivariate Copula Functions. Rev. colomb. estad. 2019, 42, 61-80.

ABNT

TOVAR-CUEVAS, J. R.; PORTILLA-YELA, J.; ACHCAR, J. A. A Method to Select Bivariate Copula Functions. Revista Colombiana de Estadística, [S. l.], v. 42, n. 1, p. 61–80, 2019. DOI: 10.15446/rce.v42n1.71780. Disponível em: https://revistas.unal.edu.co/index.php/estad/article/view/71780. Acesso em: 9 nov. 2025.

Chicago

Tovar-Cuevas, José Rafael, Jennyfer Portilla-Yela, and Jorge Alberto Achcar. 2019. “A Method to Select Bivariate Copula Functions”. Revista Colombiana De Estadística 42 (1):61-80. https://doi.org/10.15446/rce.v42n1.71780.

Harvard

Tovar-Cuevas, J. R., Portilla-Yela, J. and Achcar, J. A. (2019) “A Method to Select Bivariate Copula Functions”, Revista Colombiana de Estadística, 42(1), pp. 61–80. doi: 10.15446/rce.v42n1.71780.

IEEE

[1]
J. R. Tovar-Cuevas, J. Portilla-Yela, and J. A. Achcar, “A Method to Select Bivariate Copula Functions”, Rev. colomb. estad., vol. 42, no. 1, pp. 61–80, Jan. 2019.

MLA

Tovar-Cuevas, J. R., J. Portilla-Yela, and J. A. Achcar. “A Method to Select Bivariate Copula Functions”. Revista Colombiana de Estadística, vol. 42, no. 1, Jan. 2019, pp. 61-80, doi:10.15446/rce.v42n1.71780.

Turabian

Tovar-Cuevas, José Rafael, Jennyfer Portilla-Yela, and Jorge Alberto Achcar. “A Method to Select Bivariate Copula Functions”. Revista Colombiana de Estadística 42, no. 1 (January 1, 2019): 61–80. Accessed November 9, 2025. https://revistas.unal.edu.co/index.php/estad/article/view/71780.

Vancouver

1.
Tovar-Cuevas JR, Portilla-Yela J, Achcar JA. A Method to Select Bivariate Copula Functions. Rev. colomb. estad. [Internet]. 2019 Jan. 1 [cited 2025 Nov. 9];42(1):61-80. Available from: https://revistas.unal.edu.co/index.php/estad/article/view/71780

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CrossRef citations4

1. Giulia Risca, Stefania Galimberti, Paola Rebora, Alessandro Cattoni, Maria Grazia Valsecchi, Giulia Capitoli. (2025). Archimedean Copulas: A Useful Approach in Biomedical Data—A Review with an Application in Pediatrics. Stats, 8(3), p.69. https://doi.org/10.3390/stats8030069.

2. B. Vineshkumar, N. Unnikrishnan Nair. (2021). Inferring association from reliability functions: An approach based on copulas. Brazilian Journal of Probability and Statistics, 35(3) https://doi.org/10.1214/20-BJPS491.

3. Friday AGU, Salih ÇELEBİOĞLU. (2023). Transformed Pair Copula Construction of Pareto Copula and Applications. Gazi University Journal of Science, 36(2), p.933. https://doi.org/10.35378/gujs.967577.

4. Marcos Vinicius de Oliveira Peres, Jorge Alberto Achcar, Edson Zangiacomi Martinez. (2020). Bivariate lifetime models in presence of cure fraction: a comparative study with many different copula functions. Heliyon, 6(6), p.e03961. https://doi.org/10.1016/j.heliyon.2020.e03961.

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