A New Family of Bivariate Copulas Generated by Univariate Distributions
Volume 10, Issue 1 (2012), pp. 1–17
Pub. online: 4 August 2022
Type: Research Article
Open Access
Open Access
Published
4 August 2022
4 August 2022
Abstract
Abstract: A new family of copulas generated by a univariate distribution function is introduced, relations between this copula and other well-known ones are discussed. The new copula is applied to model the dependence of two real data sets as illustrations.