A large class of new bivariate copulas and their properties
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Publication:1668043
DOI10.1214/17-BJPS351zbMATH Open1398.62131MaRDI QIDQ1668043FDOQ1668043
Mohammad Hossein Alamatsaz, Zahra Sharifonnasabi, Iraj Kazemi
Publication date: 31 August 2018
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1528444869
Recommendations
Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
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- Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution
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Cited In (9)
- A new class of bivariate copulas.
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach
- A New Characterization of Bivariate Copulas
- Title not available (Why is that?)
- Title not available (Why is that?)
- Developing a Wide Easy-to-Generate Class of Bivariate Copulas
- New families of bivariate copulas via unit Weibull distortion
- Large sample properties for a class of copulas in bivariate survival analysis
- A new class of band copulas: Distributions with uniform marginals
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