New classes of power series bivariate copulas

DOI10.1016/J.CAM.2017.05.020zbMATH Open1373.62229OpenAlexW2622325194MaRDI QIDQ2012603FDOQ2012603

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)

Cites Work

• Goodness-of-fit tests for copulas: A review and a power study
• Title not available (Why is that?)
• A Simplex Method for Function Minimization
• An introduction to copulas.
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Bivariate Exponential Distributions
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
• A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
• Life table methods for heterogeneous populations: Distributions describing the heterogeneity
• A Class of Random Variables with Discrete Distributions
• A new class of copulas involved geometric distribution: estimation and applications
• Title not available (Why is that?)

Cited In (2)

• A generalized bivariate lifetime distribution based on parallel-series structures
• Estimating the parameters of a dependent model and applying it to environmental data set

Uses Software

• R

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