A bivariate extension of the beta generated distribution derived from copulas
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Publication:5078397
DOI10.1080/03610926.2018.1429626OpenAlexW2792484843MaRDI QIDQ5078397
Ranadeera Gamage Madhuka Samanthi, Jungsywan H. Sepanski
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1429626
tail dependenceClayton copulaGumbel copulaKendall's \(\tau \)bivariate joint distributionArchimedean copula beta-generated distribution
Related Items (8)
Constructing Multivariate Distributions via the Dirichlet Generator ⋮ On bivariate Kumaraswamy-distorted copulas ⋮ Parameter estimation for a bivariate beta distribution with arbitrary beta marginals and positive correlation ⋮ A bivariate Teissier distribution: properties, Bayes estimation and application ⋮ Modeling bivariate data using linear exponential and Weibull distributions as marginals ⋮ Unnamed Item ⋮ New families of bivariate copulas via unit Weibull distortion ⋮ Contributions to the class of beta-generated distributions
Uses Software
Cites Work
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- BETA-NORMAL DISTRIBUTION AND ITS APPLICATIONS
- Remarks on a Multivariate Transformation
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