Dependence on sum of bivariate random vectors with FGM copulas

DOI10.3969/J.ISSN.1001-4268.2014.05.001zbMATH Open1324.60053MaRDI QIDQ5260195FDOQ5260195

Authors: Zechun Mao, Lingli Li 

Publication date: 29 June 2015

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zbMATH Keywords

dependenceconvolutionFGM copulas

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cited In (6)

• The effect of dependence on distribution of the functions of random variables
• Title not available (Why is that?)
• New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
• Why are FGM copulas successful? A simple explanation
• Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
• Two generalized bivariate FGM distributions and rank reduction

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