FGM generated Archimedean copulas with concave multiplicative generators
From MaRDI portal
Recommendations
Cites work
- A comprehensive extension of the FGM copula
- A generalization of the Archimedean class of bivariate copulas
- A method to obtain new copulas from a given one
- A new class of bivariate copulas.
- A new extension of bivariate FGM copulas
- A new extension of the FGM copula for negative association
- Alternative approaches to obtain t-norms and t-conorms on bounded lattices
- An introduction to copulas.
- Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions
- Associative functions. Triangular norms and copulas
- Bivariate Exponential Distributions
- Continuous Bivariate Distributions
- Convergence of linear approximation of Archimedean generator from Williamson's transform in examples
- Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
- Dependence modeling with copulas
- Distorted Copulas: Constructions and Tail Dependence
- Goodness-of-fit tests for copulas: A review and a power study
- scientific article; zbMATH DE number 3117929 (Why is no real title available?)
- scientific article; zbMATH DE number 3976122 (Why is no real title available?)
- scientific article; zbMATH DE number 590293 (Why is no real title available?)
- Modeling holistic fuzzy implication using co-copulas
- Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
- On a general structure of the bivariate FGM type distributions.
- On a generalization of Archimedean copula family
- On copulas, quasicopulas and fuzzy logic
- On tests of radial symmetry for bivariate copulas
- On the multivariate probability integral transformation
- Tests of symmetry for bivariate copulas
- The performance of some correlation coefficients for a general bivariate distribution
Cited in
(8)- Why are FGM copulas successful? A simple explanation
- The impact on the properties of the EFGM copulas when extending this family
- A comprehensive extension of the FGM copula
- Multiplicative Archimedean copula
- On Generators in Archimedean Copulas
- Generation and prolongation of the FGM copula
- A new extension of bivariate FGM copulas
- Constructing generalized FGM copulas by means of certain univariate distributions
This page was built for publication: FGM generated Archimedean copulas with concave multiplicative generators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5858324)
