On the construction of a semiparametric family of bivariate copulas using the opposite diagonal section of copulas

DOI10.1007/S42519-024-00371-WMaRDI QIDQ6537374zbMATH OpenFDO

Authors Selim Orhun Susam, Christophe Chesneau

Publication date 14 May 2024

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S42519-024-00371-W

zbMATH Keywords

Bernstein copulacopulaopposite diagonal sectionreliability

Mathematics Subject Classification ID

Distribution theory (60Exx) Nonparametric inference (62Gxx) Multivariate analysis (62Hxx)

Cites work

• A copula-based approach to account for dependence in stress-strength models
• A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas
• A multi-parameter generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial
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• Bivariate copulas with quadratic sections
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• Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
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• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

Cited in

(1)

• A bias-corrected partial Bernstein copula approach for nonparametric regression

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