A note on generalized Farlie-Gumbel-Morgenstern copulas
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Publication:2323149
DOI10.1080/15598608.2015.1064838zbMath1426.62155OpenAlexW2297939831MaRDI QIDQ2323149
A. K. Pathak, Palaniappan Vellaisamy
Publication date: 30 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2015.1064838
Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)
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Cites Work
- A note on the Sarmanov bivariate distributions
- Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
- A new extension of bivariate FGM copulas
- An introduction to copulas.
- A new class of bivariate copulas.
- Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas
- Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics
- Spearman's footrule and Gini's gamma: a review with complements
- The performance of some correlation coefficients for a general bivariate distribution
- Concordance and Gini's measure of association
- New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
- Some Observations on Copula Regression Functions
- Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
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