On bivariate Kumaraswamy-distorted copulas

DOI10.1080/03610926.2020.1777303OpenAlexW3035026075MaRDI QIDQ5081003FDOQ5081003

Authors: Ranadeera Gamage Madhuka Samanthi, Jungsywan H. Sepanski 

Publication date: 1 June 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1777303

zbMATH Keywords

Archimedean copulatail ordertail dependence coefficientbeta-distortionKendall's \(\tau\) coefficientKumaraswamy-distortion

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• An introduction to copulas.
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Construction of asymmetric multivariate copulas
• Tail order and intermediate tail dependence of multivariate copulas
• Transformations of copulas.
• Distorted mix method for constructing copulas with tail dependence
• A bivariate extension of the beta generated distribution derived from copulas
• On a bivariate copula with both upper and lower full-range tail dependence
• On the distortion of a copula and its margins
• Distorted Copulas: Constructions and Tail Dependence

Cited In (4)

• New families of bivariate copulas via unit Weibull distortion
• On the distortion of a copula and its margins
• Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy
• Distorted Copulas: Constructions and Tail Dependence

Uses Software

• Newdistns

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