A multi-parameter generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial

DOI10.15672/HUJMS.993698MaRDI QIDQ5075971zbMATH OpenOpenAlexFDO

Authors Selim Orhun Susam

Publication date 12 May 2022

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/hujms.993698

zbMATH Keywords

copulaKendallFGM copulaBernstein polynomial

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
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• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 7712507 (Why is no real title available?)
• A goodness-of-fit test based on Bézier curve estimation of Kendall distribution
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• Copula-based Markov models for time series. Parametric inference and process control
• Density estimation of circular data with Bernstein polynomials
• Extremes of nonexchangeability
• From the Huang-Kotz FGM distribution to Baker's bivariate distribution
• Measures of non-exchangeability for bivariate random vectors
• Non-exchangeable copulas and multivariate total positivity
• Parameter estimation of some Archimedean copulas based on minimum Cramér-von-Mises distance
• Sobolev convergence of empirical Bernstein copulas
• Survival analysis with correlated endpoints. Joint frailty-copula models
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Testing independence for Archimedean copula based on Bernstein estimate of Kendall distribution function

Cited in

(9)

• The construction of bivariate copula functions based on the \(G\) class function
• Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
• Generalized Farlie-Gumbel-Morgenstern Copulas
• A note on ``Generalized bivariate copulas and their properties
• A new method for the construction of bivariate Archimedean copulas based on the \(\lambda\) function
• Polynomial bivariate copulas of degree five: characterization and some particular inequalities
• An extension of the Gumbel-Barnett family of copulas
• Constructing generalized FGM copulas by means of certain univariate distributions
• On the construction of a semiparametric family of bivariate copulas using the opposite diagonal section of copulas

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