A new extension of bivariate FGM copulas
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Publication:745474
DOI10.1007/S00184-008-0174-7zbMATH Open1433.62129OpenAlexW1616845929MaRDI QIDQ745474FDOQ745474
Authors: Cécile Amblard, Stéphane Girard 
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-008-0174-7
Recommendations
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Point estimation (62F10) Density estimation (62G07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cited In (44)
- Extreme biconic copulas: characterization, properties and extensions to aggregation functions
- A new extension of the FGM copula for negative association
- On a bivariate copula for modeling negative dependence: application to New York air quality data
- Title not available (Why is that?)
- Non-exchangeability of negatively dependent random variables
- Discrete distributions in the extended FGM family: the p.g.f. Approach
- The Cambanis family of bivariate distributions: Properties and applications
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- A large class of new bivariate copulas and their properties
- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
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- Copulas Based on Marshall–Olkin Machinery
- Bivariate copulas generated by perturbations
- Parameterized transformations and truncation: when is the result a copula?
- The new generalization of Farlie-Gumbel-Morgenstern copulas
- New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
- Extropy and statistical features of dual generalized order statistics' concomitants arising from the sarmanov family
- The impact on the properties of the EFGM copulas when extending this family
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
- Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas
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- A new extension of the FGM copula with an application in reliability
- Constructing generalized FGM copulas by means of certain univariate distributions
- New constructions of diagonal patchwork copulas
- FGM generated archimedean copulas with concave multiplicative generators
- Shock models with recovery option via the maxmin copulas
- A new class of bivariate copulas: dependence measures and properties
- Joint characteristic functions construction via copulas
- A bivariate life distribution and notions of negative dependence
- Mixtures of Farlie-Gumbel-Morgenstern copulas
- Title not available (Why is that?)
- Perturbation of bivariate copulas
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