Dependence on sum of bivariate random vectors with FGM copulas

DOI10.3969/J.ISSN.1001-4268.2014.05.001MaRDI QIDQ5260195zbMATH OpenFDO

Authors Zechun Mao, Lingli Li

Publication date 29 June 2015

zbMATH Keywords

dependenceconvolutionFGM copulas

Mathematics Subject Classification ID

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

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(6)

• The effect of dependence on distribution of the functions of random variables
• scientific article; zbMATH DE number 7642014 (Why is no real title available?)
• 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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