Bivariate Kumaraswamy models involving use of Arnold-Ng Copulas
- UNCW Author/Contributor (non-UNCW co-authors, if there are any, appear on document)
- Indranil Ghosh (Creator)
- Institution
- The University of North Carolina Wilmington (UNCW )
- Web Site: http://library.uncw.edu/
Abstract: Bivariate Kumaraswamy distributions and several related variants have received a significant amount of interest over the last few years. However, construction of bivariate and multivariate Kumaraswamy distributions using copulas has not been explored in detail. In this article, we discuss and explore various copula based methods to construct bivariate Kumaraswamy distributions. In particular, detailed discussion of bivariate copulas based on Arnold-Ng(2011) approach is provided. Extensions to trivariate and multivariate setting are discussed. For illustrative pur- poses, a Brazilian HIV data set is utilized to exhibit the utility of two nested models in the class of bivariate Kumaraswamy models based on Arnold-Ng (2011) copulas.
Bivariate Kumaraswamy models involving use of Arnold-Ng Copulas
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Created on 1/1/2014
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Additional Information
- Publication
- https://revstat.ine.pt/index.php/REVSTAT/article/view/211
- Language: English
- Date: 2014
- Keywords
- Bivariate Kumaraswamy distribution, Copula based construction, Arnold- Ng copula