Constructing copula functions with weighted geometric means

DOI10.1016/J.JSPI.2009.05.016zbMath1274.62396OpenAlexW2069567055MaRDI QIDQ840726

Carles M. Cuadras

Publication date: 14 September 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.016

zbMATH Keywords

geometric meanstochastic dependenceinvariant familiesmixtures of copulaspower series copulas

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)

Related Items (24)

Unnamed Item ⋮ SOME NEW RESULTS ON WEIGHTED GEOMETRIC MEAN FOR COPULAS ⋮ On stochastic dominance and the strong law of large numbers for dependent random variables ⋮ Two generalized bivariate FGM distributions and rank reduction ⋮ An extension of the Gumbel-Barnett family of copulas ⋮ Heavy tails and copulas: limits of diversification revisited ⋮ A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences ⋮ The key role of convexity in some copula constructions ⋮ A class of bivariate independence copula transformations ⋮ Dependence structure and test of independence for some well-known bivariate distributions ⋮ Statistical Issues in Bayesian Meta-Analysis ⋮ A new class of bivariate copulas: dependence measures and properties ⋮ A new class of copulas involved geometric distribution: estimation and applications ⋮ A New Characterization of Bivariate Copulas ⋮ Further Results for a General Family of Bivariate Copulas ⋮ Generalized FGM copulas: Properties and applications ⋮ A revisit of the modified Celebioglu-Cuadras copula ⋮ On the Gumbel-Barnett extended Celebioglu-Cuadras copula ⋮ A new family of copulas based on probability generating functions ⋮ Diverse copulas through Durante's method. Exploring parametric functions ⋮ A short history of statistical association: from correlation to correspondence analysis to copulas ⋮ New results on perturbation-based copulas ⋮ A Compendium of Copulas ⋮ Contributions to the diagonal expansion of a bivariate copula with continuous extensions

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