Some Information Measures Properties of the GOS-Concomitants from the FGM Family. [PDF]
Entropy (Basel), 2022 Suter F, Cernat I, Drăgan M.
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Convex sums of Farlie-Gumbel-Morgenstern distributions [PDF]
, 2013 A copula is a function that completely describes the dependence structure between the marginal distributions. One of the most important parametric family of copulas is the Farlie-Gumbel-Morgenstern (FGM) family.
Stoica, Emil
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Dependent conditional value-at-risk for aggregate risk models. [PDF]
Heliyon, 2021 Josaphat BP, Syuhada K.
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A multivariate rank test of independence based on a multiparametric polynomial copula [PDF]
, 2017 This paper introduces a copula based multivariate rank test for independence extending existing approaches from literature to p dimensions. Then, a multiparametric p-dimensional generalization of the FGM copula is provided that can model the behavior in ...
Mangold, Benedikt
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Estimating the parameters of a dependent model and applying it to environmental data set. [PDF]
J Appl Stat, 2023 Mohtashami-Borzadaran V +2 more
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Fisher Information of Dependence in Progressive Type II Censored Order Statistics and Their Concomitants [PDF]
, 2017 In this paper, we study on Fisher information (FI) of the dependence parameter for bivariate Farlie-Gumbel-Morgenstern (FGM) copula model in progressive type II censored order statistics and their concomitants.
Yıldız, Tuğba, Hüdaverdi, Burcu
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Joint Risk Analysis of Extreme Rainfall and High Tide Level Based on Extreme Value Theory in Coastal Area. [PDF]
Int J Environ Res Public Health, 2023 Chen H, Xu Z, Chen J, Liu Y, Li P.
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A new bivariate Poisson distribution via conditional specification: properties and applications. [PDF]
J Appl Stat, 2021 Ghosh I, Marques F, Chakraborty S.
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Modelos de sobrevivência bivariados baseados na cópula FGM : uma abordagem bayesiana [PDF]
, 2012 In this work we present a Bayesian analysis for bivariate survival data in the presence of a covariate and censored observations. We propose a bivariate distribution for the bivariate survival times based on the Farlie-Gumbel-Morgenstern (FGM) copula to ...
Suzuki, Adriano Kamimura
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Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency [PDF]
, 2015 The paper considers the modeling and estimation of the stochastic frontier model where the error components are assumed to be correlated and the inefficiency error is assumed to be autocorrelated.
Das, Arabinda
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