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- Title
Counterpart of Marshall-Olkin bivariate copula with negative dependence and its neutrosophic application in meteorology.
- Authors
Bentoumi, Rachid; El Ktaibi, Farid; Chesneau, Christophe
- Abstract
Copulas are useful tools for modeling and describing different relationships between continuous random variables that have revived new interest through computational developments and extensive data analysis. This article contributes to the subject by generalizing the bivariate copula introduced recently in8 and based on the concept of the counter-monotonic shock method. The proposed copula has the feature of covering the full range of negative dependence induced by two dependence parameters, which is not so common in the specialized literature. We examine the main characteristics of this copula. In particular, the absolutely continuous and singular copula components are derived. Analytical expressions of important concordance measures, such as Spearman's rho and Kendall's tau, are established, along with expressions of the product moments. A real neutrosophic data set, based on the daily quality of air in the New York Metropolitan Area, is used to illustrate the applicability of the proposed copula, with quite convincing results.
- Subjects
COPULA functions; BIVARIATE analysis; NEUTROSOPHIC logic; RANK correlation (Statistics); FUZZY systems
- Publication
International Journal of Neutrosophic Science (IJNS), 2025, Vol 25, Issue 1, p258
- ISSN
2692-6148
- Publication type
Academic Journal
- DOI
10.54216/IJNS.250124