On a general structure of the bivariate FGM type distributions. (Q489256)

The paper brings a further generalization of the Farlie-Gumbel-Morgenstern family of bivariate distribution functions by means of perturbations of the product copula. Some new parametric classes based on such generalization are exemplified and some related dependence parameters, including Spearman's rho and Kendall's tau, are also given. Though the variability in rank dependent dependence parameters ranges was improved when comparing with the classical FGM family, the introduced generalizations still have their limitations, thus leaving a space for further generalizations.