A NOTE ON "GENERALIZED BIVARIATE COPULAS AND THEIR PROPERTIES"

被引:0
|
作者
Najjari, Vadoud [1 ]
Rahimi, Asghar [2 ]
机构
[1] Islamic Azad Univ, Maragheh Brach, Maragheh, Iran
[2] Univ Maragheh, Dept Math, Maragheh, Iran
来源
关键词
Absolutely continuous functions; Copulas; Distributions;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In 2004, Rodriguez-Lallena and Ubeda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and Ubeda-Flores presented multivariate generalizations of this class. Then in 2011, Kim et al. generalized Rodriguez-Lallena and Ubeda-Flores' study to any given copula family. But there are some inaccuracies in the study by Kim et al. We mean to consider the interval for the parameter proposed by Kim et al. and show that it is inaccurate.
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收藏
页码:61 / 64
页数:4
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