Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas

DOI10.1080/03610926.2014.942428zbMath1385.60032OpenAlexW2468436658MaRDI QIDQ2817158

A. K. Pathak, Palaniappan Vellaisamy

Publication date: 29 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.942428

zbMATH Keywords

copulasmeasures of associationregression dependenceFGM copulas

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)

Related Items (6)

A bivariate generalized linear exponential distribution: properties and estimation ⋮ Modeling bivariate data using linear exponential and Weibull distributions as marginals ⋮ A new class of copulas having dependence range larger than FGM-type copulas ⋮ A new class of bivariate copulas: dependence measures and properties ⋮ Unnamed Item ⋮ A note on generalized Farlie-Gumbel-Morgenstern copulas

Cites Work

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• Some Observations on Copula Regression Functions
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.

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