Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions

DOI10.1080/03610918.2011.568149zbMath1416.62241OpenAlexW2046747497MaRDI QIDQ3102872

H. Jabbari Nooghabi, Gholam Reza Mohtashami Borzadaran, Mohammad Amini-Dehak

Publication date: 25 November 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.568149

zbMATH Keywords

\(U\)-statisticscopula functionsFarlie-Gumbel-Morgenstern familynegative and positive quadrant dependence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15)

Related Items (10)

Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula ⋮ FGM generated archimedean copulas with concave multiplicative generators ⋮ A copula-based approach to account for dependence in stress-strength models ⋮ A large class of new bivariate copulas and their properties ⋮ Concomitants of \(m\)-generalized order statistics from generalized Farlie-Gumbel-Morgenstern distribution family ⋮ Dependence structure and test of independence for some well-known bivariate distributions ⋮ Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula ⋮ Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula ⋮ Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas ⋮ Test of Independence for Baker’s Bivariate Distributions

Cites Work

• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• On some association measures in bivariate distributions and their relationships
• Test of independence for generalized Farlie-Gumbel-Morgenstern distributions
• DISTRIBUTION‐FREE TESTS BASED ON SUB‐SAMPLE EXTREMA FOR TESTING AGAINST POSITIVE DEPENDENCE
• Aspects of Dependence in Cuadras–Auge Family
• Local dependence functions for extreme value distributions
• Competitors of the Kendall-tau test for testing independence against positive quadrant dependence
• Frank's family of bivariate distributions
• Some Concepts of Dependence

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