A multi-parameter Generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial

DOI10.15672/hujms.993698zbMath1486.62152OpenAlexW4220923758MaRDI QIDQ5075971

Selim Orhun Susam

Publication date: 12 May 2022

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15672/hujms.993698

zbMATH Keywords

copulaKendallBernstein polynomialFGM copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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• From the Huang-Kotz FGM distribution to Baker's bivariate distribution
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• Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function
• A goodness-of-fit test based on Bézier curve estimation of Kendall distribution
• Parameter Estimation of Some Archimedean Copulas Based on Minimum Cramér-von-Mises Distance
• Sobolev Convergence of Empirical Bernstein Copulas

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