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On the Construction of a Semiparametric Family of Bivariate Copulas Using the Opposite Diagonal Section of Copulas

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Abstract

In this article, a new semiparametric family of bivariate copulas is proposed and studied. The copulas of this family innovate in their construction; they are based on an original univariate generating function involving the opposite diagonal section of intermediary copulas. Several of their crucial properties are examined. In the practical part, we use them to estimate the reliability parameter in a stress-strength-dependent setting, including an estimation approach based on the Bernstein copula. Finally, their applicability and good performance are confirmed using a data set related to the logarithmic concentrations of two chemical elements in water samples.

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Authors and Affiliations

  1. Department of Econometrics, Munzur University, Tunceli, Turkey

    Selim Orhun Susam

  2. Department of Mathematics, Université de Caen-Normandie, Caen, France

    Christophe Chesneau

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  1. Selim Orhun Susam
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  2. Christophe Chesneau
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Correspondence to Christophe Chesneau.

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Susam, S.O., Chesneau, C. On the Construction of a Semiparametric Family of Bivariate Copulas Using the Opposite Diagonal Section of Copulas. J Stat Theory Pract 18, 20 (2024). https://doi.org/10.1007/s42519-024-00371-w

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  • DOI: https://doi.org/10.1007/s42519-024-00371-w

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