Title : ( Generalized Schur-constant bivariate distribution and its associated Archimedean copula )
Authors: neda doodman , Mohammad Amini , Hadi Jabbari Nooghabi , Ali Dolati ,
Full TextAbstract
This paper explores an extension of the bivariate Schur-constant model, introducing an additional parameter to its associated Archimedean copula for greater flexibility. We analyze the dependence properties of the proposed model and illustrate our findings with several examples. Furthermore, provide a likelihood ratio test to compare the performance of the extended Archimedean copula with that of the traditional Archimedean subfamily. Two real-data analysis are also included.
Keywords
, Archimedean copula, Schur-constant model, stochastic dependence.
@article{paperid:1102210,
author = {Doodman, Neda and Amini, Mohammad and Jabbari Nooghabi, Hadi and علی دولتی},
title = {Generalized Schur-constant bivariate distribution and its associated Archimedean copula},
journal = {Iranian Journal of Fuzzy Systems},
year = {2025},
volume = {22},
number = {1},
month = {February},
issn = {1735-0654},
pages = {169--183},
numpages = {14},
keywords = {Archimedean copula; Schur-constant model; stochastic dependence.},
}
%0 Journal Article
%T Generalized Schur-constant bivariate distribution and its associated Archimedean copula
%A Doodman, Neda
%A Amini, Mohammad
%A Jabbari Nooghabi, Hadi
%A علی دولتی
%J Iranian Journal of Fuzzy Systems
%@ 1735-0654
%D 2025
