Bivariate Kumaraswamy models involving use of Arnold-Ng Copulas

UNCW Author/Contributor (non-UNCW co-authors, if there are any, appear on document)
Ghosh, Indranil (Creator)
The University of North Carolina Wilmington (UNCW )
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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.

Additional Information

Language: English
Date: 2014
Bivariate Kumaraswamy distribution, Copula based construction, Arnold- Ng copula

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