A More Flexible Counterpart of a Huang–Kotz's Copula-type
| Autor: | Haroon Barakat, Metwally Alawady, Islam Husseiny, Mohamed Elgawad |
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| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | Proceedings of the Bulgarian Academy of Sciences. 75:952-958 |
| ISSN: | 2367-5535 1310-1331 |
| DOI: | 10.7546/crabs.2022.07.02 |
| Popis: | We propose a more flexible symmetric counterpart of the Huang–Kotz’s copula of the 1st type. Both the counterpart and Huang–Kotz’s copula of the 1st type provide the same improvement in the correlation level. Moreover, the proposed copula includes special cases of many other extensions of the Farlie–Gumbel–Morgenstern (FGM) copula. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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