Counterpart of Marshall-Olkin bivariate copula with negative dependence and its neutrosophic application in meteorology

Document Type

Article

Source of Publication

International Journal of Neutrosophic Science

Publication Date

1-1-2025

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.

ISSN

2692-6148

Publisher

ASPG Publishing LLC

Volume

25

Issue

1

First Page

258

Last Page

278

Disciplines

Physical Sciences and Mathematics

Keywords

bivariate copula, counter-monotonic, dependence measures, negative dependence, neutrosophic theory, singularity, statistical modeling

Scopus ID

85202919762

Indexed in Scopus

yes

Open Access

no

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