Exercise 8.1 For (,), = 0, define (a) Identify the copula family. (b) Find

Exercise 8.1 For θ ∈ (−∞,∞), θ = 0, define

(a) Identify the copula family.

(b) Find the value of the following limits:
(i) limθ→0 Cθ(u1, u2);
(ii) limθ→∞ Cθ(u1, u2);
(iii) limθ→−∞ Cθ(u1, u2).

(c) For θ given, find the Rosenblatt transform.

Transcribed Image Text:

Co (1, 2) = =-- -/10g log { -10 +-20-e-(2+2) 1-e- U1, U2 [0, 1].