A new class of bivariate copulas: dependence measures and properties
From MaRDI portal
Publication:1698457
DOI10.1007/s40300-017-0107-1zbMath1416.62284OpenAlexW2591934400WikidataQ59518210 ScholiaQ59518210MaRDI QIDQ1698457
Hakim Bekrizadeh, Babak Jamshidi
Publication date: 15 February 2018
Published in: Metron (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40300-017-0107-1
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items
A new extension of the FGM copula with an application in reliability, Some new ratio-type copulas: theory and properties, The risk model with stochastic premiums, dependence and a threshold dividend strategy, Polynomial bivariate copulas of degree five: characterization and some particular inequalities, The impact on the properties of the EFGM copulas when extending this family, On a bivariate copula for modeling negative dependence: application to New York air quality data
Cites Work
- Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
- A new extension of bivariate FGM copulas
- An introduction to copulas.
- Constructing copula functions with weighted geometric means
- A new class of bivariate copulas.
- A new family of positive quadrant dependent bivariate distributions
- Contributions to the diagonal expansion of a bivariate copula with continuous extensions
- Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas
- Bivariate Exponential Distributions
- The performance of some correlation coefficients for a general bivariate distribution
- Symmetry and dependence properties within a semiparametric family of bivariate copulas
- Dependence measures for extreme value analyses
- Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item