An extension of the Gumbel–Barnett family of copulas

An extension of the Gumbel–Barnett family of copulas

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 partic...

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Veröffentlicht in:Metrika 2022-10, Vol.85 (7), p.913-926
Hauptverfasser: Diaz, Walter, Cuadras, Carles M.
Format: Artikel
Sprache:eng
Schlagworte:
Bivariate analysis
Economic Theory/Quantitative Economics/Mathematical Methods
Mathematics and Statistics
Original Paper
Probability Theory and Stochastic Processes
Statistics
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Zusammenfassung: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.
ISSN:0026-1335
1435-926X
DOI:10.1007/s00184-022-00859-0