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A NOTE ON GENERALIZED BIVARIATE COPULAS AND THEIR PROPERTIES

عنوان مقاله: A NOTE ON GENERALIZED BIVARIATE COPULAS AND THEIR PROPERTIES
شناسه ملی مقاله: JR_SCMA-2-2_005
منتشر شده در شماره 2 دوره 2 فصل Autumn در سال 1394
مشخصات نویسندگان مقاله:

VADOUD NAJJARI
ASGHAR RAHIMI

خلاصه مقاله:
In 2004, Rodr guez-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 Rodr guez-Lallena and Ubeda-Flores' study to any given copula family. But there are some inaccuracies in the study by Kim et al. We mean toconsider the interval for the parameter proposed by Kim et al. and show that it is inaccurate.

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/450753/