A new asymmetric class of bivariate copulas for modeling dependence
DOI10.1080/03610918.2016.1169292zbMATH Open1381.62071OpenAlexW2343116792MaRDI QIDQ4593883FDOQ4593883
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
Recommendations
- A new class of bivariate copulas: dependence measures and properties
- A new class of bivariate copulas.
- Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models
- A large class of new bivariate copulas and their properties
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cited In (14)
- A new class of bivariate copulas.
- A revisit of the modified Celebioglu-Cuadras copula
- A large class of new bivariate copulas and their properties
- On the Gumbel-Barnett extended Celebioglu-Cuadras copula
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling
- Median and quantile conditional copulas
- Maximal asymmetry of bivariate copulas and consequences to measures of dependence
- An extension of the Gumbel-Barnett family of copulas
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
- A new extension of the FGM copula with an application in reliability
- Bivariate iterated Farlie–Gumbel–Morgenstern stress–strength reliability model for Rayleigh margins: Properties and estimation
- A new class of bivariate copulas: dependence measures and properties
- Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models
This page was built for publication: A new asymmetric class of bivariate copulas for modeling dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4593883)