On a general structure of the bivariate FGM type distributions. (Q489256): Difference between revisions
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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 | |||
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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Revision as of 22:19, 30 June 2023
scientific article
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English | On a general structure of the bivariate FGM type distributions. |
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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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