Artikel
Bivariate Kumaraswamy models via modified FGM copulas: Properties and applications
A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of FGM (Farlie-Gumbel-Morgenstern) bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural properties, including dependence structures. It is established that construction of bivariate distributions by this method allows for greater flexibility in the values of Spearman's correlation coefficient, Þ and Kendall's T .
- Language
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Englisch
- Bibliographic citation
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Journal: Journal of Risk and Financial Management ; ISSN: 1911-8074 ; Volume: 10 ; Year: 2017 ; Issue: 4 ; Pages: 1-13 ; Basel: MDPI
- Classification
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Wirtschaft
- Subject
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bivariate Kumaraswamy distribution
copula based construction
Kendall's tau
dependence structures
- Event
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Geistige Schöpfung
- (who)
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Ghosh, Indranil
- Event
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Veröffentlichung
- (who)
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MDPI
- (where)
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Basel
- (when)
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2017
- DOI
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doi:10.3390/jrfm10040019
- Handle
- Last update
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10.03.2025, 11:44 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Ghosh, Indranil
- MDPI
Time of origin
- 2017
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