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Generalized Schur-constant bivariate distribution and its associated Archimedean copula | ||
| Iranian Journal of Fuzzy Systems | ||
| دوره 22، شماره 1، فروردین و اردیبهشت 2025، صفحه 169-183 اصل مقاله (590.78 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22111/ijfs.2025.49878.8811 | ||
| نویسندگان | ||
| Neda Doodman1؛ Mohammad Amini* 2؛ Hadi Jabbari2؛ Ali Dolati3 | ||
| 1Department of Statistics, Faculty of Mathematical Science Ferdowsi University of Mashhad | ||
| 2Department of Statistics, Faculty of Mathematical Science, Ferdowsi University of Mashhad | ||
| 3Yazd university | ||
| چکیده | ||
| 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. | ||
| کلیدواژهها | ||
| Archimedean copula؛ Schur-constant model؛ Stochastic dependence | ||
| مراجع | ||
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