An extension of the Gumbel-Barnett family of copulas

DOI10.1007/S00184-022-00859-0MaRDI QIDQ2167328zbMATH OpenOpenAlexFDO

Authors Walter Díaz, Carles M. Cuadras

Publication date 25 August 2022

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-022-00859-0

zbMATH Keywords

bivariate copulascopula visualizationGumbel-Barnett copulastochastic dependence

Mathematics Subject Classification ID

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

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Cites work

• A new asymmetric class of bivariate copulas for modeling dependence
• An introduction to copulas.
• Another generalization of the bivariate FGM distribution with two-dimensional extensions
• Constructing copula functions with weighted geometric means
• Contributions to the diagonal expansion of a bivariate copula with continuous extensions
• scientific article; zbMATH DE number 5633862 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• On a multivariate generalization of the covariance
• On the covariance between functions
• Principles of copula theory
• SOME NEW RESULTS ON WEIGHTED GEOMETRIC MEAN FOR COPULAS
• Two generalized bivariate FGM distributions and rank reduction

Cited in

(6)

• scientific article; zbMATH DE number 5926757 (Why is no real title available?)
• \(H\)-extendible copulas
• 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
• Exploring a new two-parameter Archimedean copula: the Gumbel-Joe copula

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