A generalization of reciprocal exponential model: Clayton copula, statistical properties and modeling skewed and symmetric real data sets. Mansour, M., M.; Butt, N., S.; Yousof, H., M.; Ansari, S., I.; and Ibrahim, M. Pakistan Journal of Statistics and Operation Research, 16(2):373-386, University of the Punjab, 2020.
A generalization of reciprocal exponential model: Clayton copula, statistical properties and modeling skewed and symmetric real data sets [link]Website  abstract   bibtex   
We introduce a new extension of the reciprocal Exponential distribution for modeling the extreme values. We used the Morgenstern family and the clayton copula for deriving many bivariate and multivariate extensions of the new model. Some of its properties are derived. We assessed the performance of the maximum likelihood estimators (MLEs) via a graphical simulation study. The assessment was based on the sample size. The new reciprocal model is employed for modeling the skewed and the symmetric real data sets. The new reciprocal model is better than some other important competitive models in statistical modeling.
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 title = {A generalization of reciprocal exponential model: Clayton copula, statistical properties and modeling skewed and symmetric real data sets},
 type = {article},
 year = {2020},
 identifiers = {[object Object]},
 keywords = {Clayton copula,Estimation,Morgenstern family moments,Odd log-logistic family,Reciprocal exponential distribution,Simulations},
 pages = {373-386},
 volume = {16},
 websites = {http://dx.doi.org/10.18187/pjsor.v16i2.3298},
 publisher = {University of the Punjab},
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 abstract = {We introduce a new extension of the reciprocal Exponential distribution for modeling the extreme values. We used the Morgenstern family and the clayton copula for deriving many bivariate and multivariate extensions of the new model. Some of its properties are derived. We assessed the performance of the maximum likelihood estimators (MLEs) via a graphical simulation study. The assessment was based on the sample size. The new reciprocal model is employed for modeling the skewed and the symmetric real data sets. The new reciprocal model is better than some other important competitive models in statistical modeling.},
 bibtype = {article},
 author = {Mansour, M M and Butt, Nadeem Shafique and Yousof, Haitham M and Ansari, S I and Ibrahim, Mohamed},
 journal = {Pakistan Journal of Statistics and Operation Research},
 number = {2}
}
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