A New Trivariate Semicopula Using Rüschendorf Method
M. M. E. Abd El-Monsef, M. M. Seyam, S. M. Elsobky
Asian Journal of Probability and Statistics · pp. 365–371 · Published 24 Dec 2021
10.9734/ajpas/2021/v15i430388Abstract
In this paper we have introduced semicopula function by using Rüschendorf method, semicopula which is related to correlation between one or more random variables and this way is more flexible than traditional correlation approaches and dependency among variables. Every semicopula has density associated with it, which is similar to the probability density of a multivariate distribution. Our purpose is developing a new trivariate semicopula under conditions which is a trivariate cumulative distribution with uniform marginal distribution on the interval [0,1]. In order to choose a random function under specific conditions, we rely on utilizing Rüschendorf method. As a result, we will discuss that in this paper. In this theme we select an arbitrary trivariate function which adopts the Rüschendorf conditions to acquire anew function; which supposed to be a density of copula with dependence parameter. According to the evidence, we have got a semicopula function. Therefore, we can say that a semicopula is a copula function despite of missing increasing property.
References (7)
- 1 Multivariate Models and Dependence Concepts. [DOI]
- 2 Harmonic Function Theory [DOI]
- 3 Drought Analysis Using Trivariate Copulas Conditional on Climatic States [DOI]
- 4 Advances in Probability Distributions with Given Marginals [DOI]
- 5 A new class of symmetric bivariate copulas [DOI]
- 6 Copulas and Association [DOI]
- 7 On a New Class of Trivariate Copulas [DOI]
Cited by 0
No indexed citations yet.
Related research
- Analysis of Drought Severity and Duration Using Copulas in Anuradhapura, Sri Lanka — shares topic coverage
- A Copula-based Approach for Assessing Flood Protection Overtopping Associated with a Seasonal Flood Forecast in Niamey, West Africa — shares topic coverage
- Central Limit Theorem to Approximate Aggregate Risk of Portfolio: Using the ModelRisk Software — shares topic coverage
- Applications of Vose ModelRisk Software in Simulated Data — shares topic coverage
- A Copula-Based Approach for Modelling the Dependence between Inflation and Exchange Rate in Kenya — shares topic coverage
Article metrics
Real usage data collected on this platform.
28
Page views
0
PDF downloads
3
Outbound clicks
0
Citations
Views over time
Views by country
Approximate, from request IP at view time — not citizenship or institution. Countries with fewer than 5 views are grouped as "Other".
Traffic sources
Referring site, by host.
Views and downloads exclude known bots/crawlers. Citations combines this platform's own DOI-resolved index with each external source's own reported total — see Cited by above for individually listed citing works. Last refreshed 0 seconds ago.