Some New Bivariate Properties and Characterizations Under Archimedean Copula

This paper considers comparing properties and characterizations of the bivariate functions under Archimedean copula. It is shown that some results of the usual stochastic order for the bivariate functions in the independent case are generalized to the Archimedean copula-linked dependent case, and we also derive some characterizations of different bivariate functions composed by Archimedean copula-linked dependent random variables. These results generalize some existing results in the literature and bring conclusions closer to reality. Two applications in scheduling problems are also provided to illustrate the main results.

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Publication Details

Journal
Mathematics
Published
2024-11-26
DOI
https://doi.org/10.3390/math12233714
Primary Topic
Statistical Distribution Estimation and Applications
Type
article
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article

Some New Bivariate Properties and Characterizations Under Archimedean Copula

Peihua Jiang, Qingyuan Guan, Guangyu Liu
Mathematics
Statistical Distribution Estimation and Applications
article

Some New Bivariate Properties and Characterizations Under Archimedean Copula

Peihua Jiang, Qingyuan Guan, Guangyu Liu
article en

Abstract

This paper considers comparing properties and characterizations of the bivariate functions under Archimedean copula. It is shown that some results of the usual stochastic order for the bivariate functions in the independent case are generalized to the Archimedean copula-linked dependent case, and we also derive some characterizations of different bivariate functions composed by Archimedean copula-linked dependent random variables. These results generalize some existing results in the literature and bring conclusions closer to reality. Two applications in scheduling problems are also provided to illustrate the main results.

MathematicsVol. 12(23)
Anhui Polytechnic University (CN), Wuyi University (CN)
Openalex Percentile: Top 78%
Statistical Distribution Estimation and Applications
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Some New Bivariate Properties and Characterizations Under Archimedean Copula — Peihua Jiang, Qingyuan Guan, et al. · Mathematics (2024) | TGRS Research Map | TGRS