On a weighted version of the Gumbel-Barnett copula
Keywords:Probability, Copula, Power function, Multivariate distributions, Dependence
Copulas are increasingly widely used probabilistic tools for describing, analyzing, and modeling random variable dependencies. In this article, we offer a new copula which stands out from the others by an original definition based on the simple symmetric two-dimensional function \xyyx" multiplied with an exponential function. It can also be viewed as a special weighted version of the Gumbel-Barnett copula. We investigate its properties and relationships with other well-known copulas. Some graphical and numerical analyses of its characteristics are also provided.
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