An extension of the Gumbel-Barnett family of copulas

被引：6
|
作者：
Diaz, Walter [1 ]
Cuadras, Carles M. [2 ]
机构：
[1] Univ Antioquia, Medellin, Colombia
[2] Univ Barcelona, Barcelona, Spain
来源：
METRIKA | 2022年 / 85卷 / 07期
关键词：
Gumbel-Barnett copula; Bivariate copulas; Stochastic dependence; Copula visualization;
D O I：
10.1007/s00184-022-00859-0
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The Gumbel-Barnett family of bivariate distributions with given marginals, is frequently used in theory and applications. This family has been generalized in several ways. We propose and study a broad generalization by using two differentiable functions. We obtain some properties and describe particular cases.
引用
收藏
页码：913 / 926
页数：14
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