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

DOI10.15672/HUJMS.993698zbMATH Open1486.62152OpenAlexW4220923758MaRDI QIDQ5075971FDOQ5075971

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

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zbMATH Keywords

copulaKendallFGM copulaBernstein polynomial

Mathematics Subject Classification ID

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

Cites Work

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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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