An extension of the Gumbel-Barnett family of copulas

DOI10.1007/s00184-022-00859-0OpenAlexW4212989407MaRDI QIDQ2167328

Carles M. Cuadras, Walter Diaz

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

stochastic dependencebivariate copulasGumbel-Barnett copulacopula visualization

Mathematics Subject Classification ID

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

Cites Work

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• An introduction to copulas.
• Constructing copula functions with weighted geometric means
• On the covariance between functions
• Contributions to the diagonal expansion of a bivariate copula with continuous extensions
• SOME NEW RESULTS ON WEIGHTED GEOMETRIC MEAN FOR COPULAS
• A new asymmetric class of bivariate copulas for modeling dependence
• On a multivariate generalization of the covariance
• Two generalized bivariate FGM distributions and rank reduction
• Principles of Copula Theory

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