Bivariate Kumaraswamy Models via Modified FGM Copulas: Properties and Applications
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References listed on IDEAS
- I. Bairamov & S. Kotz & M. Bekci, 2001. "New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(5), pages 521-536.
- Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel, 2004. "A new class of bivariate copulas," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 315-325, February.
- Christian Genest & Michel Gendron & Michaël Bourdeau-Brien, 2009. "The Advent of Copulas in Finance," The European Journal of Finance, Taylor & Francis Journals, vol. 15(7-8), pages 609-618.
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Cited by:
- Indranil Ghosh & Filipe J. Marques, 2021. "Tail Conditional Expectations Based on Kumaraswamy Dispersion Models," Mathematics, MDPI, vol. 9(13), pages 1-17, June.
- Stephen Chan & Saralees Nadarajah, 2020. "Extreme Values and Financial Risk," JRFM, MDPI, vol. 13(2), pages 1-3, February.
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Keywords
bivariate Kumaraswamy distribution; copula based construction; Kendall’s tau; dependence structures;All these keywords.
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