A More Flexible Counterpart of a Huang–Kotz's Copula-type

Authors

  • Haroon Mohamed Barakat Department of Mathematics, Faculty of Science, Zagazig University
  • Metwally Alsayed Alawady Department of Mathematics, Faculty of Science, Zagazig University
  • Islam Abdullah Husseiny Department of Mathematics, Faculty of Science, Zagazig University
  • Mohamed Ahmed Abd Elgawad Department of Mathematics, Faculty of Science, Benha University

DOI:

https://doi.org/10.7546/CRABS.2022.07.02

Keywords:

FGM copula, Huang–Kotz FGM copula, iterated FGM copula, Spearman’s Rho, Kendall’s Tau

Abstract

We propose a more flexible symmetric counterpart of the Huang–Kotz’s copula of the 1st type. Both the counterpart and Huang–Kotz’s copula of the 1st type provide the same improvement in the correlation level. Moreover, the proposed copula includes special cases of many other extensions of the Farlie–Gumbel–Morgenstern (FGM) copula.

Author Biographies

Haroon Mohamed Barakat, Department of Mathematics, Faculty of Science, Zagazig University

Mailing Address:
Department of Mathematics,
Faculty of Science,
Zagazig University
Zagazig 44519, Egypt

E-mail: hbarakat2@hotmail.com

Metwally Alsayed Alawady, Department of Mathematics, Faculty of Science, Zagazig University

Mailing Address:
Department of Mathematics,
Faculty of Science,
Zagazig University
Zagazig 44519, Egypt

E-mail: ma_alawady@yahoo.com

Islam Abdullah Husseiny, Department of Mathematics, Faculty of Science, Zagazig University

Mailing Address:
Department of Mathematics,
Faculty of Science,
Zagazig University
Zagazig 44519, Egypt

E-mail: ishusseiny@gmail.com

Mohamed Ahmed Abd Elgawad, Department of Mathematics, Faculty of Science, Benha University

Mailing Address:
Department of Mathematics,
Faculty of Science,
Benha University
Benha 13518, Egypt

E-mails: mohamed.abdelgwad@fsc.bu.edu.eg,
mohamed_salem240@yahoo.com

Downloads

Published

29-07-2022

How to Cite

[1]
H. Barakat, M. Alawady, I. Husseiny, and M. Elgawad, “A More Flexible Counterpart of a Huang–Kotz’s Copula-type”, C. R. Acad. Bulg. Sci., vol. 75, no. 7, pp. 952–958, Jul. 2022.

Issue

Vol. 75 No. 7 (2022)

Section

Mathematics

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