Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas

DOI10.1080/03610910903009336MaRDI QIDQ3391886zbMATH OpenOpenAlexFDO

Authors Jong-Min Kim, Yoon-Sung Jung, Tim Soderberg

Publication date 13 August 2009

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910903009336

zbMATH Keywords

directional dependenceFarlie-Gumbel-Morgenstern copulasurvival copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Directional data; spatial statistics (62H11) Measures of association (correlation, canonical correlation, etc.) (62H20) Genetics and epigenetics (92D10)

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• New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
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Cites work

• A new class of bivariate copulas.
• A new family of positive quadrant dependent bivariate distributions
• A Note on Directional Dependence in Regression Setting
• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
• Truncation invariant dependence structures

Cited in

(6)

• New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
• Copula directional dependence of discrete time series marginals
• A compendium of copulas
• Analysis of directional dependence using asymmetric copula-based regression models
• Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
• Analysis of asymmetric financial data with directional dependence measures

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