A revisit of the modified Celebioglu-Cuadras copula | ||||
| Electronic Journal of Mathematical Analysis and Applications | ||||
| Volume 11, Issue 2, July 2023, Page 1-14 PDF (1.13 MB) | ||||
| Document Type: Regular research papers | ||||
| DOI: 10.21608/ejmaa.2023.211047.1035 | ||||
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| Author | ||||
christophe chesneau 
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| University of Caen-Normandie | ||||
| Abstract | ||||
| In recent years, efforts have been made to improve the scope of modeling the dependence of well-known copulas by modifying their mathematical structure. This was the case, among others, of the so-called Celebioglu-Cuadras copula. In this article, we make contributions to this subject by (i) significantly improving an existing result from the literature on the admissible values for a modified version of the Celebioglu-Cuadras copula and (ii) studying a generalization of this modified copula using an additional setting shape parameter. The characteristics of the introduced copulas are discussed, including the shapes of the copula-related functions, various symmetry and dependence structure types, copula inequalities, diverse correlation measures, and bivariate distribution generation. In particular, we highlight the fact that they are ideal for modeling a wide variety of negative-type dependencies and offer an interesting alternative to the Celebioglu-Cuadras and Gumbel-Barnett copulas. Several graphics are produced, and digital work is carried out as support. | ||||
| Keywords | ||||
| Celebioglu-Cuadras copula; exponential-type copula; symmetry; correlation; statistical modeling | ||||
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