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An extension of the Gumbel–Barnett family of copulas
Metrika ( IF 0.9 ) Pub Date : 2022-02-17 , DOI: 10.1007/s00184-022-00859-0
Walter Diaz 1 , Carles M. Cuadras 2
Affiliation  

The Gumbel–Barnett family of bivariate distributions with given marginals, is frequently used in theory and applications. This family has been generalized in several ways. We propose and study a broad generalization by using two differentiable functions. We obtain some properties and describe particular cases.



中文翻译:

Gumbel-Barnett 系的扩展

Gumbel-Barnett 系列具有给定边际的二元分布,经常用于理论和应用中。这个家族已经以多种方式概括。我们通过使用两个可微函数提出并研究了一个广泛的概括。我们获得了一些性质并描述了特定情况。

更新日期:2022-02-17
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