Theoretical Validation of New Two-Dimensional One-Variable-Power Copulas
نویسندگان
چکیده
One of the most effective ways to illustrate relationship between two quantitative variables is describe corresponding two-dimensional copula. This approach acknowledged as practical, nonredundant, and computationally manageable in context data analysis. Modern data, however, contain a wide variety dependent structures, copulas now use may not provide best model for all them. As result, researchers seek innovate by building novel with appealing properties that are also based on original methodologies. The foundations theoretical; copula be validated, it must meet specific requirements, which frequently dictate constraints placed relevant parameters. In this article, we make contribution understudied field one-variable-power copulas. We first identify assumptions that, theory, validate such nature. Some other general inequalities discussed. Our results illustrated numerous examples depending or three prove strong connections exist our well-established distributions. To highlight importance findings, emphasize particular two-parameter, unifies definition some reveal its versatile shapes, related functions, various symmetry, Archimedean nature, geometric invariance, ordering, quadrant dependence, tail correlations, distribution generation. Numerical tables graphics produced support these properties. estimation parameters complementary contribution, new, intriguing beyond considered form finally presented studied.
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ژورنال
عنوان ژورنال: Axioms
سال: 2023
ISSN: ['2075-1680']
DOI: https://doi.org/10.3390/axioms12040392