a note on "generalized bivariate copulas and their properties"

نویسندگان

vadoud najjari

young researchers and elite club, maragheh branch, islamic azad university, maragheh, iran. asghar rahimi

department of mathematics, university of maragheh, p.o.box 55181- 83111, maragheh, iran.

چکیده

in 2004, rodr'{i}guez-lallena and '{u}beda-flores have introduced a class of bivariate copulas which generalizes some known families such as the farlie-gumbel-morgenstern distributions. in 2006, dolati and '{u}beda-flores presented multivariate generalizations of this class. then in 2011, kim et al. generalized rodr'{i}guez-lallena and '{u}beda-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.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A note on "Generalized bivariate copulas and their properties"

In 2004, Rodr'{i}guez-Lallena and '{U}beda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and '{U}beda-Flores presented multivariate generalizations of this class. Then in 2011, Kim et al. generalized Rodr'{i}guez-Lallena and '{U}beda-Flores' study to any given copula family. But ther...

متن کامل

Approximation of bivariate copulas by patched bivariate Fréchet copulas

Bivariate Fréchet (BF) copulas characterize dependence as a mixture of three simple structures: comonotonicity, independence and countermonotonicity. They are easily interpretable but have limitations when used as approximations to general dependence structures. To improve the approximation property of the BF copulas and keep the advantage of easy interpretation, we develop a new copula approxi...

متن کامل

A note on biconic copulas

Copulas are d–dimensional probability distribution functions that concentrate the probability mass on I (I := [0, 1]) and whose univariate margins are uniformly distributed on I. Such functions have been largely used in multivariate statistical models, due to the fact that they capture the scale-invariant dependence of random vectors [9, 21]. In view of possible applications, methods for obtain...

متن کامل

On Trivariate Copulas with Bivariate Linear Spearman Marginal Copulas

Based on the trivariate reduction technique two different trivariate Bernoulli mixtures of univariate uniform distributions and their associated trivariate copulas with bivariate linear Spearman marginal copulas are considered. Mathematical characterizations of these Bernoulli mixture models are obtained. Since Bernoulli mixture trivariate reduction copulas are not compatible with all valid gra...

متن کامل

A Note on Identification of Bivariate Copulas for Discrete Count Data

Copulas have enjoyed increased usage in many areas of econometrics, including applications with discrete outcomes. However, Genest and Nešlehová (2007) present evidence that copulas for discrete outcomes are not identified, particularly when those discrete outcomes follow count distributions. This paper confirms the Genest and Nešlehová result using a series of simulation exercises. The paper t...

متن کامل

A class of multivariate copulas with bivariate Fréchet marginal copulas

In this paper, we present a class of multivariate copulas whose two-dimensional marginals belong to the family of bivariate Fréchet copulas. The coordinates of a random vector distributed as one of these copulas are conditionally independent.Weprove that thesemultivariate copulas are uniquely determined by their two-dimensional marginal copulas. Some other properties for thesemultivariate copul...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید


عنوان ژورنال:
sahand communications in mathematical analysis

جلد ۲، شماره ۲، صفحات ۶۱-۶۴

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023