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 .
- Sprache
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Englisch
- Erschienen in
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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
- Klassifikation
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Wirtschaft
- Thema
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bivariate Kumaraswamy distribution
copula based construction
Kendall's tau
dependence structures
- Ereignis
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Geistige Schöpfung
- (wer)
-
Ghosh, Indranil
- Ereignis
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Veröffentlichung
- (wer)
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MDPI
- (wo)
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Basel
- (wann)
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2017
- DOI
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doi:10.3390/jrfm10040019
- Handle
- Letzte Aktualisierung
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10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Ghosh, Indranil
- MDPI
Entstanden
- 2017
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