A New Bivariate Family Based on Archimedean Copulas: Simulation, Regression Model and Application

A New Bivariate Family Based on Archimedean Copulas: Simulation, Regression Model and Application

We use the Clayton and Frank copulas and the exponentiated odd log-logistic family to define a new flexible bivariate model to fit bimodal and asymmetry data. The copulas allow different distributions for the response variable, thus making analysis more suitable. We present some structural propertie...

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Bibliographic Details
Main Authors: Gabriela M. Rodrigues, Edwin M. M. Ortega, Roberto Vila, Gauss M. Cordeiro
Format: Article
Language:English
Published: MDPI AG 2023-09-01
Series:Symmetry
Subjects:
bivariate model
copula function
maximum likelihood estimation
regression model
simulation study
Online Access:https://www.mdpi.com/2073-8994/15/9/1778

Internet

https://www.mdpi.com/2073-8994/15/9/1778

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