A new extension of the FGM copula for negative association

DOI10.1080/03610926.2018.1440312OpenAlexW2790429441WikidataQ130170589 ScholiaQ130170589MaRDI QIDQ5078383

Kahadawala Cooray

Publication date: 23 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1440312

zbMATH Keywords

maximum likelihood estimationgoodness-of-fit\(p\)-valuemeasures of associationcoverage probabilitiesKendall's distribution function

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis (62Hxx)

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