New classes of power series bivariate copulas

DOI10.1016/J.CAM.2017.05.020zbMath1373.62229OpenAlexW2622325194MaRDI QIDQ2012603

Rasool Roozegar, Saralees Nadarajah

Publication date: 1 August 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.05.020

zbMATH Keywords

copulamaximum likelihood estimationpower series distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Estimating the parameters of a dependent model and applying it to environmental data set ⋮ A generalized bivariate lifetime distribution based on parallel-series structures

Uses Software

• Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Goodness-of-fit tests for copulas: A review and a power study
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
• An introduction to copulas.
• A new class of copulas involved geometric distribution: estimation and applications
• Life table methods for heterogeneous populations: Distributions describing the heterogeneity
• Bivariate Exponential Distributions
• A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• A Simplex Method for Function Minimization
• A Class of Random Variables with Discrete Distributions

This page was built for publication: New classes of power series bivariate copulas