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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,...
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| Главный автор: | |
|---|---|
| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
MDPI AG
2017-11-01
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| Серии: | Journal of Risk and Financial Management |
| Предметы: | |
| Online-ссылка: | https://www.mdpi.com/1911-8074/10/4/19 |
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