The new generalization of Farlie-Gumbel-Morgenstern copulas

zbMATH Open1264.62054MaRDI QIDQ4924344FDOQ4924344

Authors: Hakim Bekrizadeh, G. Parham, Mohamad Reza Zadkarmi 

Publication date: 31 May 2013

Full work available at URL: http://www.m-hikari.com/ams/ams-2012/ams-69-72-2012/index.html

Recommendations

• A new extension of bivariate FGM copulas
• Generalized Farlie-Gumbel-Morgenstern Copulas
• A note on generalized Farlie-Gumbel-Morgenstern copulas
• Various measures of dependence of a new asymmetric generalized Farlie-Gumbel-Morgenstern copulas
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.

zbMATH Keywords

Spearman's correlation

Mathematics Subject Classification ID

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

Cited In (35)

• Generalized FGM copulas: Properties and applications
• Some new ratio-type copulas: theory and properties
• Concomitants of generalized order statistics under the generalization of Farlie-Gumbel-Morgenstern-type bivariate distributions
• Copula - Based Generalizations of OWA Operators
• A bivariate distribution with generalized exponential conditionals
• A new extension of the FGM copula for negative association
• On a bivariate copula for modeling negative dependence: application to New York air quality data
• The Cambanis family of bivariate distributions: Properties and applications
• Weak max-sum equivalence for dependent heavy-tailed random variables
• Focal copulas: a common framework for various classes of semilinear copulas
• Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
• Generalized Farlie-Gumbel-Morgenstern Copulas
• The risk model with stochastic premiums, dependence and a threshold dividend strategy
• Title not available (Why is that?)
• Extropy and statistical features of dual generalized order statistics' concomitants arising from the sarmanov family
• The impact on the properties of the EFGM copulas when extending this family
• Information measures in records and their concomitants arising from Sarmanov family of bivariate distributions
• Information measures and concomitants of \(k\)-record values based on Sarmanov family of bivariate distributions
• SOME NEW RESULTS ON WEIGHTED GEOMETRIC MEAN FOR COPULAS
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• A note on generalized Farlie-Gumbel-Morgenstern copulas
• An extension of the Gumbel-Barnett family of copulas
• A new extension of the FGM copula with an application in reliability
• Bivariate iterated Farlie–Gumbel–Morgenstern stress–strength reliability model for Rayleigh margins: Properties and estimation
• Marshall–Olkin Laplace transform copulas of multivariate gamma distributions
• Parameter estimation for multi-state coherent series and parallel systems with positively quadrant dependent models
• A new class of bivariate copulas: dependence measures and properties
• Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation
• A Compendium of Copulas
• A bivariate life distribution and notions of negative dependence
• Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures
• Mixtures of Farlie-Gumbel-Morgenstern copulas
• A class of bivariate independence copula transformations
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
• Title not available (Why is that?)

This page was built for publication: The new generalization of Farlie-Gumbel-Morgenstern copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4924344)