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Gumbel Copula


The resultant pattern of a scatter plot of data that helps to provide insight into the correlation
(relationships) between different variables in a bivariate or
multivariate matrix analysis. That is, the intersection of two or more
probability distributions or other types of distributions. One of five primary types of copulas. Applications Within asset management, the Gumbel copulas can be applied to the analysis of the following multivariate matrices:
Attributes Gumbel copulas have the following general attributes:
Analysis of the Gumbel Listed below are some of the concepts to be used in analysis of a copula:

Fig. The five primary types of copulas. Fig. A Gumbel copula with its fat belly cloud. 

See also: Compare with: 
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