An extension of the Gumbel–Barnett family of copulas

Walter Diaz () and Carles M. Cuadras ()
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Walter Diaz: University of Antioquia
Carles M. Cuadras: University of Barcelona

Metrika: International Journal for Theoretical and Applied Statistics, 2022, vol. 85, issue 7, No 6, 913-926

Abstract: 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.

Keywords: Gumbel–Barnett copula; Bivariate copulas; Stochastic dependence; Copula visualization; 62H20 (primary); 60E05 (secondary) (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s00184-022-00859-0

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