New families of bivariate copulas via unit Weibull distortion

DOI10.1186/s40488-020-00110-zzbMath1472.62071OpenAlexW3092356142MaRDI QIDQ2040900

Fadal A. A. Aldhufairi, Jungsywan H. Sepanski

Publication date: 14 July 2021

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s40488-020-00110-z

zbMATH Keywords

Kendall's tauWeibull distributionArchimedean copuladistortion functiontail ordertail dependence coefficient

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Cites Work

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