Constructing generalized FGM copulas by means of certain univariate distributions

DOI10.1007/s00184-006-0075-6zbMath1106.62013OpenAlexW1969261365MaRDI QIDQ870520

Matthias Fischer, Ingo Klein

Publication date: 12 March 2007

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0075-6

zbMATH Keywords

asymmetric distributionssymmetric distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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Cites Work

• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• A new family of positive quadrant dependent bivariate distributions
• Une famille semi-paramétrique de copules symétriques bivariées
• On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
• Bivariate Exponential Distributions
• Measurement of aggregate risk with copulas
• Nonparametric Statistical Data Modeling
• Properties and applications of the sarmanov family of bivariate distributions
• THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
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