A comprehensive extension of the FGM copula

DOI10.1007/s00362-015-0703-1zbMath1381.62073OpenAlexW1036670935MaRDI QIDQ2359162

Werner Hürlimann

Publication date: 27 June 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0703-1

zbMATH Keywords

FGM copulaCuadras-Augé copulaHoeffding-Fréchet boundsanti-symmetryKendall tauSpearman rhoChogosov copula

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (10)

FGM generated archimedean copulas with concave multiplicative generators ⋮ The key role of convexity in some copula constructions ⋮ Parameterized transformations and truncation: when is the result a copula? ⋮ A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ New results on perturbation-based copulas ⋮ Multivariate failure time distributions derived from shared frailty and 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

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