Mixtures of Farlie-Gumbel-Morgenstern Copulas

DOI10.1080/03610918.2011.633726zbMath1327.62364OpenAlexW2075545147MaRDI QIDQ5299815

Olcay Bozkurt

Publication date: 21 June 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.633726

zbMATH Keywords

convex combinationscorrelation coefficientlocal dependence functionFarlie-Gumbel-Morgenstern copulaadmissible range

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

Copula-based reliability analysis for a parallel system with a cold standby ⋮ A Compendium of Copulas

Cites Work

• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions
• Bivariate Exponential Distributions
• A new measure of linear local dependence
• New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
• Copula-Based Models for the Power of Independence Tests
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.

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