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Research Article | Open Access

Copulas generated by mixtures of weighted distributions

Mashael A. Alshehri1, Mohamed Kayid2( )
Department of Quantitative Analysis, College of Business Administration, King Saud University, Riyadh 1362, Saudi Arabia
Department of Statistics and Operations Research, College of Science, King Saud University, P.O. Box 2455, Riyadh 11451, Saudi Arabia
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Abstract

In this paper, we characterize several partial dependencies in a general mixture model of weighted distributions with a parametric weight function that encompasses many well-known frailty models. There are well-known frailty models in survival analysis satisfying the proposed mixture model which are used to examine the results. The mixture-based copula functions associated with the mixture model are characterized. Examples are given to draw the copula functions out from respected mixture models.

Keywords

weighted distributionmixture modelcopula functiondependence structuresemiparametric distributionsstochastic order
CLC number: 60E05, 60E15, 62N05

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AIMS Mathematics
Volume 7 Issue 5,
May 2022
Pages 8953-8974
DOI: 10.3934/math.2022499

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Alshehri MA, Kayid M. Copulas generated by mixtures of weighted distributions. AIMS Mathematics, 2022, 7(5): 8953-8974. https://doi.org/10.3934/math.2022499

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Received: 06 December 2021
Revised: 21 January 2022
Accepted: 09 February 2022
Published: 15 May 2022
©2022 the Author(s), licensee AIMS Press.

This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0)