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Mathematics > Statistics Theory

arXiv:2504.11993v2 (math)
[Submitted on 16 Apr 2025 (v1) , last revised 9 Jul 2025 (this version, v2)]

Title: New Three Different Generators for Constructing New Three Different Bivariate Copulas

Title: 新的三种不同生成器用于构造新的三种不同二元Copula

Authors:Iman Mohamed Attia
Abstract: In this paper, the author introduces new methods to construct Archimedean copulas. The generator of each copula fulfills the sufficient conditions as regards the boundary and being continuous, decreasing, and convex. Each inverse generator also fulfills the necessary conditions as regards the boundary conditions, marginal uniformity, and 2-increasing properties. Although these copulas satisfy these conditions, they have some limitations. They do not cover the entire dependency spectrum, ranging from perfect negative dependency to perfect positive dependency, passing through the independence state
Abstract: 在本文中,作者介绍了构建阿基米德copulas的新方法。每个copulas的生成器满足关于边界和连续性、递减性以及凸性的充分条件。每个逆生成器也满足关于边界条件、边缘均匀性和2-增加性质的必要条件。尽管这些copulas满足这些条件,但它们有一些局限性。它们并不涵盖从完美负相关到完美正相关的整个依赖范围,经过独立状态。
Subjects: Statistics Theory (math.ST) ; Probability (math.PR)
Cite as: arXiv:2504.11993 [math.ST]
  (or arXiv:2504.11993v2 [math.ST] for this version)
  https://doi.org/10.48550/arXiv.2504.11993
arXiv-issued DOI via DataCite

Submission history

From: Iman Mohammed Attia Abd Elkhalik Abo Elreesh Dr. [view email]
[v1] Wed, 16 Apr 2025 11:37:27 UTC (3,487 KB)
[v2] Wed, 9 Jul 2025 22:11:28 UTC (5,339 KB)
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