A new three parameter Fréchet model with mathematical properties and applications
A new three-parameter extension of the Fréchet model is proposed and studied. Some of its statistical properties are derived. A simple type Copula-based construction via Morgenstern family and via Clayton copula is used to derive many bivariate and multivariate extensions of the new model. We assess...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2020-01-01
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| Series: | Journal of Taibah University for Science |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/16583655.2020.1733767 |