On a general structure of the bivariate FGM type distributions. (Q489256): Difference between revisions
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Property / author | |||
Property / author: Mohammad Amini-Dehak / rank | |||
Property / author | |||
Property / author: Mohammad Amini-Dehak / rank | |||
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The paper brings a further generalization of the Farlie-Gumbel-Morgenstern family of bivariate distribution functions by means of perturbations of the product copula. Some new parametric classes based on such generalization are exemplified and some related dependence parameters, including Spearman's rho and Kendall's tau, are also given. Though the variability in rank dependent dependence parameters ranges was improved when comparing with the classical FGM family, the introduced generalizations still have their limitations, thus leaving a space for further generalizations. | |||
Property / review text: The paper brings a further generalization of the Farlie-Gumbel-Morgenstern family of bivariate distribution functions by means of perturbations of the product copula. Some new parametric classes based on such generalization are exemplified and some related dependence parameters, including Spearman's rho and Kendall's tau, are also given. Though the variability in rank dependent dependence parameters ranges was improved when comparing with the classical FGM family, the introduced generalizations still have their limitations, thus leaving a space for further generalizations. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Radko Mesiar / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62E15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62H10 / rank | |||
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Property / zbMATH DE Number: 6391463 / rank | |||
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copula | |||
Property / zbMATH Keywords: copula / rank | |||
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FGM family | |||
Property / zbMATH Keywords: FGM family / rank | |||
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dependence measure | |||
Property / zbMATH Keywords: dependence measure / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2070220595 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 14:57, 9 July 2024
scientific article
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English | On a general structure of the bivariate FGM type distributions. |
scientific article |
Statements
On a general structure of the bivariate FGM type distributions. (English)
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27 January 2015
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The paper brings a further generalization of the Farlie-Gumbel-Morgenstern family of bivariate distribution functions by means of perturbations of the product copula. Some new parametric classes based on such generalization are exemplified and some related dependence parameters, including Spearman's rho and Kendall's tau, are also given. Though the variability in rank dependent dependence parameters ranges was improved when comparing with the classical FGM family, the introduced generalizations still have their limitations, thus leaving a space for further generalizations.
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copula
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FGM family
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dependence measure
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