|
|
 |
| |
|
|
|
New Bivariate MS Copula via Ru ̈schendorf method |
|
|
|
PP: 1087-1092 |
|
|
|
doi:10.18576/isl/110409
|
|
|
|
Author(s) |
|
|
|
M. M. Seyam,
S. M. Elsobky,
|
|
|
|
Abstract |
|
|
| Copula study is growing field which used for constructing families of bivariate and multivariate distributions also a measure of dependence structure. There are several methods for constructing copulas, one of these methods is a Ru ̈schendorf method. A new bivariate copula called MS copula is introduced based on Ru ̈schendorf method. Several properties concerning dependence concepts and concordance ordering are studied and also fitting a copula using maximum likelihood. Finally, an application is presented to show applicability of the proposed MS copula.
|
|
|
|
|
|
|
|
