Symmetry and dependence properties within a semiparametric family of bivariate copulas

From MaRDI portal
Publication:4806545

DOI10.1080/10485250215322zbMath1019.62046arXiv1103.5953OpenAlexW2962736271MaRDI QIDQ4806545

Stéphane Girard, Cécile Amblard

Publication date: 28 September 2003

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.5953




Related Items (37)

A comprehensive extension of the FGM copulaA method for constructing higher-dimensional copulasConstructing copula functions with weighted geometric meansA new class of symmetric bivariate copulasA multi-parameter Generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomialTwo generalized bivariate FGM distributions and rank reductionConstructing generalized FGM copulas by means of certain univariate distributionsA large class of new bivariate copulas and their propertiesConcomitants of generalized order statistics from iterated Farlie–Gumbel–Morgenstern type bivariate distributionInterplay of subexponential and dependent insurance and financial risksSome new ratio-type copulas: theory and propertiesParameterized transformations and truncation: when is the result a copula?A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulasSome generalizations concerning inaccuracy measuresTheory and practice of a bivariate trigonometric Burr XII distributionA new class of bivariate copulas: dependence measures and propertiesUnnamed ItemConcomitants of ordered variables from Huang-Kotz FGM type bivariate generalized exponential distributionOn a new positive dependence concept based on the conditional mean inactivity time orderA new class of bivariate copulas.A generalization of the Archimedean class of bivariate copulasOn a general structure of the bivariate FGM type distributions.Unnamed ItemConcomitants of generalized order statistics from Huang-Kotz Farlie-Gumble-Morgenstern bivariate distribution: some information measuresAn order-statistics-based method for constructing multivariate distributions with fixed margin\-alsEigenanalysis on a bivariate covariance kernelThe product of two dependent random variables with regularly varying or rapidly varying tailsDiscussion about inaccuracy measure in information theory using co-copula and copula dual functionsCopulas, uncertainty, and false discovery rate controlNew constructions of diagonal patchwork copulasConcomitants of generalized order statistics under the generalization of Farlie-Gumbel-Morgenstern-type bivariate distributionsThe impact on the properties of the EFGM copulas when extending this familyA new extension of bivariate FGM copulasOn a new goodness-of-fit process for families of copulasSample selection models with monotone control functionsOn concomitants of dual generalized order statistics from Bairamov–Kotz–Becki Farlie–Gumbel–Morgenstern bivariate distributionsBaker- Lin-Huang Type Bivariate Distributions Based on Order Statistics



Cites Work


This page was built for publication: Symmetry and dependence properties within a semiparametric family of bivariate copulas