Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management

DOI10.1080/15598608.2016.1215943MaRDI QIDQ2323201zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

risk managementdependence structurebivariate Kumaraswamy distributionbivariate Kumaraswamy-type copula

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Some alternative bivariate Kumaraswamy models
• Bivariate Kumaraswamy distribution: properties and a new method to generate bivariate classes
• On a bivariate Kumaraswamy type exponential distribution
• Construction of bivariate S-distributions with copulas
• Bivariate beta and Kumaraswamy models developed using the Arnold-Ng bivariate beta distribution

Cites work

• scientific article; zbMATH DE number 3738723 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• An introduction to copulas. Properties and applications
• Autoregressive Conditional Density Estimation
• BETA-NORMAL DISTRIBUTION AND ITS APPLICATIONS
• Continuous Bivariate Distributions
• Copula modeling: An introduction for practitioners
• Delay time in monitoring jump changes in linear models
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Families of Multivariate Distributions
• Families of distributions arising from distributions of order statistics
• Fitting bivariate loss distributions with copulas
• General results for the Kumaraswamy-G distribution
• Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
• Kumaraswamy's distribution: a beta-type distribution with some tractability advantages
• Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
• Some alternative bivariate Kumaraswamy models
• Understanding Relationships Using Copulas

Cited in

(2)

• Bivariate Kumaraswamy distribution: properties and a new method to generate bivariate classes
• Some alternative bivariate Kumaraswamy models

This page was built for publication: Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2323201)