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An extension of the Gumbel–Barnett family of copulas

Author

Listed:
  • Walter Diaz

    (University of Antioquia)

  • Carles M. Cuadras

    (University of Barcelona)

Abstract

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.

Suggested Citation

  • Walter Diaz & Carles M. Cuadras, 2022. "An extension of the Gumbel–Barnett family of copulas," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 913-926, October.
    • Handle: RePEc:spr:metrik:v:85:y:2022:i:7:d:10.1007_s00184-022-00859-0
    DOI: 10.1007/s00184-022-00859-0
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    References listed on IDEAS

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    1. Cuadras, C. M., 2002. "On the Covariance between Functions," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 19-27, April.
    2. Carles M. Cuadras & Walter Diaz & Sonia Salvo-Garrido, 2020. "Two generalized bivariate FGM distributions and rank reduction," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(23), pages 5639-5665, December.
    3. Cuadras, Carles M., 2015. "Contributions to the diagonal expansion of a bivariate copula with continuous extensions," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 28-44.
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