A new extension of bivariate FGM copulas
From MaRDI portal
Publication:745474
DOI10.1007/s00184-008-0174-7zbMath1433.62129OpenAlexW1616845929MaRDI QIDQ745474
Stéphane Girard, Cécile Amblard
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-008-0174-7
Density estimation (62G07) Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (29)
A comprehensive extension of the FGM copula ⋮ Weak max-sum equivalence for dependent heavy-tailed random variables ⋮ The Cambanis family of bivariate distributions: Properties and applications ⋮ FGM generated archimedean copulas with concave multiplicative generators ⋮ A flexible and tractable class of one-factor copulas ⋮ Two generalized bivariate FGM distributions and rank reduction ⋮ A new extension of the FGM copula for negative association ⋮ A large class of new bivariate copulas and their properties ⋮ Parameterized transformations and truncation: when is the result a copula? ⋮ A new class of bivariate copulas: dependence measures and properties ⋮ Shock models with recovery option via the maxmin copulas ⋮ A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions ⋮ Unnamed Item ⋮ Bivariate copulas generated by perturbations ⋮ Joint characteristic functions construction via copulas ⋮ On a general structure of the bivariate FGM type distributions. ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ Perturbation of bivariate copulas ⋮ Non-exchangeability of negatively dependent random variables ⋮ Transformation of a copula using the associated co-copula ⋮ New constructions of diagonal patchwork copulas ⋮ Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas ⋮ New results on perturbation-based copulas ⋮ A note on generalized Farlie-Gumbel-Morgenstern copulas ⋮ Estimation of a common mean vector in bivariate meta-analysis under the FGM copula ⋮ On a bivariate copula for modeling negative dependence: application to New York air quality data ⋮ Copulas Based on Marshall–Olkin Machinery
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
- An introduction to copulas.
- Constructing generalized FGM copulas by means of certain univariate distributions
- On nonparametric measures of dependence for random variables
- A new class of bivariate copulas.
- A new family of positive quadrant dependent bivariate distributions
- On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
- Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
- Bivariate Exponential Distributions
- The performance of some correlation coefficients for a general bivariate distribution
- Some concepts of bivariate symmetry
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Bivariate copulas with quadratic sections
- A continuous general multivariate distribution and its properties
- Properties and applications of the sarmanov family of bivariate distributions
- Bivariate copulas with cubic sections
- Symmetry and dependence properties within a semiparametric family of bivariate copulas
- A new class of symmetric bivariate copulas
- Some Concepts of Dependence
- Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
This page was built for publication: A new extension of bivariate FGM copulas