Construction of Archimedean copulas using total time on test transforms

DOI10.37920/SASJ.2024.58.1.2MaRDI QIDQ6558641zbMATH OpenFDO

Authors N. Unnikrishnan Nair

Publication date 19 June 2024

Published in South African Statistical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.37920/SASJ.2024.58.1.2

zbMATH Keywords

ageingdependence measuresexcess wealth transformKendall distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A class of distributions with the linear mean residual quantile function and it's generalizations
• A goodness-of-fit test based on Bézier curve estimation of Kendall distribution
• A new method for the construction of bivariate Archimedean copulas based on the function
• An Archimedean copula family with hyperbolic cotangent generator
• An introduction to copulas.
• Archimedean copulas derived from utility functions
• Dependence for Archimedean copulas and aging properties of their generating functions
• Families of Multivariate Distributions
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Lorenz-generated bivariate Archimedean copulas
• Modelling bivariate lifetime data using copula
• Problems on associative functions
• Quantile-based reliability analysis
• Quantile-based reliability analysis
• Relation between cumulative residual entropy and excess wealth transform with applications to reliability and risk
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function
• Total Time on Test Transforms of Order n and Their Implications in Reliability Analysis
• Understanding Relationships Using Copulas

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