New classes of power series bivariate copulas

DOI10.1016/J.CAM.2017.05.020MaRDI QIDQ2012603zbMATH OpenOpenAlexFDO

Authors Rasool Roozegar, Saralees Nadarajah

Publication date 1 August 2017

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2017.05.020

zbMATH Keywords

copulamaximum likelihood estimationpower series distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3677051 (Why is no real title available?)
• A Class of Random Variables with Discrete Distributions
• A Simplex Method for Function Minimization
• A new class of copulas involved geometric distribution: estimation and applications
• A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• An introduction to copulas.
• Bivariate Exponential Distributions
• Goodness-of-fit tests for copulas: A review and a power study
• Life table methods for heterogeneous populations: Distributions describing the heterogeneity
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models

Cited in

(4)

• Some new developments on variable-power copulas
• A generalized bivariate lifetime distribution based on parallel-series structures.
• Estimating the parameters of a dependent model and applying it to environmental data set
• A new class of copulas involved geometric distribution: estimation and applications

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Uses Software

• R

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