New classes of power series bivariate copulas
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摘要
Zhang et al. (2016) introduced a copula based on the geometric distribution. Here, we introduce general classes of copulas containing Zhang et al. (2016)’s copula as a particular case. Physical motivations are given for the general classes. One of the general classes is shown to be more flexible by reanalyzing the two real data sets in Zhang et al. (2016).
论文关键词:62E10,62F10,Copula,Maximum likelihood estimation,Power series distribution
论文评审过程:Received 26 July 2016, Revised 25 October 2016, Available online 7 June 2017, Version of Record 20 June 2017.
论文官网地址:https://doi.org/10.1016/j.cam.2017.05.020