A bivariate extension of the beta generated distribution derived from copulas
DOI10.1080/03610926.2018.1429626OpenAlexW2792484843MaRDI QIDQ5078397FDOQ5078397
Authors: Ranadeera Gamage Madhuka Samanthi, Jungsywan H. Sepanski 
Publication date: 23 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1429626
tail dependenceClayton copulaGumbel copulaKendall's \(\tau \)bivariate joint distributionArchimedean copula beta-generated distribution
Cites Work
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Cited In (9)
- On bivariate Kumaraswamy-distorted copulas
- On a bivariate XGamma distribution derived from copula
- New families of bivariate copulas via unit Weibull distortion
- Constructing Multivariate Distributions via the Dirichlet Generator
- Bivariate beta-generated distributions with applications to well-being data
- Contributions to the class of beta-generated distributions
- A bivariate Teissier distribution: properties, Bayes estimation and application
- Parameter estimation for a bivariate beta distribution with arbitrary beta marginals and positive correlation
- Modeling bivariate data using linear exponential and Weibull distributions as marginals
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