Document Type : Research Paper
Authors
1 Department of Statistics, Faculty of Mathematical Science Ferdowsi University of Mashhad
2 Department of Statistics, Faculty of Mathematical Science, Ferdowsi University of Mashhad
3 Yazd university
Abstract
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.
Keywords
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