A note on "Generalized bivariate copulas and their properties"

Authors

  • Asghar Rahimi Department of Mathematics, University of Maragheh, P.O.Box 55181- 83111, Maragheh, Iran.
  • Vadoud Najjari Young Researchers and Elite Club, Maragheh branch, Islamic Azad University, Maragheh, Iran.
Abstract:

In 2004, Rodr'{i}guez-Lallena and '{U}beda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and '{U}beda-Flores presented multivariate generalizations of this class. Then in 2011, Kim et al. generalized Rodr'{i}guez-Lallena and '{U}beda-Flores' study to any given copula family. But there are some inaccuracies in the study by Kim et al. We mean to consider the interval for the parameter proposed by Kim et al. and show that it is inaccurate.

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Journal title

volume 02  issue 2

pages  61- 64

publication date 2015-12-01

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