a note on "generalized bivariate copulas and their properties"

a note on "generalized bivariate copulas and their properties"

;Vadoud Najjari;Asghar Rahimi
Frontiers in psychiatry 2015 Vol. 2 pp. 61-64
122
najjari2015sahanda

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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