A new asymmetric class of bivariate copulas for modeling dependence

DOI10.1080/03610918.2016.1169292MaRDI QIDQ4593883zbMATH OpenOpenAlexFDO

Authors Hakim Bekrizadeh, Golam Ali Parham, Babak Jamshidi

Publication date 15 November 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1169292

zbMATH Keywords

copulasmeasures of associationmedical dataconcepts of dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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• Maximal asymmetry of bivariate copulas and consequences to measures of dependence
• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
• An extension of the Gumbel-Barnett family of copulas
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• Bivariate iterated Farlie–Gumbel–Morgenstern stress–strength reliability model for Rayleigh margins: Properties and estimation
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