Title of article :
A note on Generalized bivariate copulas and their properties
Author/Authors :
Najjari ، Vadoud - Islamic Azad University, Maragheh branch , Rahimi ، Asghar - University of Maragheh
Abstract :
In 2004, Rodr iguez-Lallena and Ubeda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and Ubeda-Flores presented multivariate generalizations of this class. Then in 2011, Kim et al. generalized Rodr iguez-Lallena and Ubeda-Flores study to any given copula family. But there are some inaccuracies in the study by Kim et al. We mean to consider the interval for the parameter proposed by Kim et al. and show that it is inaccurate.
Keywords :
Absolutely continuous functions , distributions , Copulas
Journal title :
Sahand Communications in Mathematical Analysis
Journal title :
Sahand Communications in Mathematical Analysis