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

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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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https://doi.org/10.1007/s42519-024-00371-wYayıncı resmi DOI adresi
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dc.contributor.authorSusam, Selim Orhun
dc.contributor.authorChesneau, Christophe
dc.date.accessioned2026-10-28T14:54:44.194172218Z
dc.date.available2026-10-28T14:54:44.194172218Z
dc.date.issued2024
dc.description.abstractIn 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.
dc.identifier.articlenumber20
dc.identifier.doi10.1007/s42519-024-00371-w
dc.identifier.eissn1559-8616
dc.identifier.issn1559-8608
dc.identifier.issue2
dc.identifier.scopus2-s2.0-85188915712
dc.identifier.urihttps://rdlopen.rawdatalibrary.net/r/munzur/1933
dc.identifier.volume18
dc.identifier.wosWOS:001195171600001
dc.language.isoen
dc.publisherSpringer Nature
dc.relation.ispartofJournal of Statistical Theory and Practice
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectBerntein copula
dc.subjectCopula
dc.subjectOpposite diagonal section
dc.subjectReliability
dc.subject.classificationStatistics & Probability
dc.subject.classificationMathematics
dc.subject.otherDEPENDENCE
dc.titleOn the Construction of a Semiparametric Family of Bivariate Copulas Using the Opposite Diagonal Section of Copulas
dc.typeArticle
rdl.citation.openalex1
rdl.citation.scopus1
rdl.citation.wos1
rdl.oa.statusclosed
rdl.scopus.quartileQ3
rdl.source.indexSCOPUS
rdl.source.indexWOS
rdl.wos.indexEmerging Sources Citation Index (ESCI)