Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management
DOI10.1080/15598608.2016.1215943zbMATH Open1426.62153OpenAlexW2481208791MaRDI QIDQ2323201FDOQ2323201
Authors: Indranil Ghosh, Samik Ray 
Publication date: 30 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2016.1215943
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Cites Work
- An introduction to copulas. Properties and applications
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- BETA-NORMAL DISTRIBUTION AND ITS APPLICATIONS
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Kumaraswamy's distribution: a beta-type distribution with some tractability advantages
- Understanding Relationships Using Copulas
- Fitting bivariate loss distributions with copulas
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
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- Title not available (Why is that?)
- Families of Multivariate Distributions
- Copula modeling: An introduction for practitioners
- General results for the Kumaraswamy-G distribution
- Delay time in monitoring jump changes in linear models
- Continuous Bivariate Distributions
- Families of distributions arising from distributions of order statistics
- Autoregressive Conditional Density Estimation
- Some alternative bivariate Kumaraswamy models
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