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A comprehensive extension of the FGM copula - MaRDI portal

A comprehensive extension of the FGM copula (Q2359162)

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scientific article
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English
A comprehensive extension of the FGM copula
scientific article

    Statements

    title
    A comprehensive extension of the FGM copula (English)
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    author
    Werner Hürlimann
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    publication date
    27 June 2017
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    zbMATH Keywords
    Hoeffding-Fréchet bounds
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    anti-symmetry
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    Spearman rho
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    Kendall tau
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    FGM copula
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    Cuadras-Augé copula
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    Chogosov copula
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    cites work
    Q3539741
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    Q4789802
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    Q2867024
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    Q5764082
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    Q4382161
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    Q3417777
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    Q3232606
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    Q5601961
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    Q3504770
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62H20
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    60E05
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    zbMATH DE Number
    6736127
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    OpenAlex ID
    W1036670935
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