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FGM generated Archimedean copulas with concave multiplicative generators

2021
Summary: The Farlie-Gumble-Morgenstren (FGM) family and archimedean family are the most popular parametric families of copulas. In the present paper, we propose an extension of archimedean copulas with concave multiplicative generators in the style of FGM family.
Doodman, N.   +3 more
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Stochastic representation of FGM copulas using multivariate Bernoulli random variables

Computational Statistics & Data Analysis, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christopher Blier-Wong   +2 more
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Stochastic comparisons on extreme order statistics from observations associated by FGM copula

Communications in Statistics - Theory and Methods, 2021
This study deals with the stochastic comparison of extreme order statistics from random samples with FGM copula or FGM survival copula.
Boyang Wang, Rui Fang
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Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions

Metrika, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fischer, Matthias, Klein, Ingo
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Risk concentration based on Expectiles for extreme risks under FGM copula

Insurance: Mathematics and Economics, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mao, Tiantian, Yang, Fan
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A new extension of the FGM copula with an application in reliability

Communications in Statistics - Theory and Methods, 2020
We propose a new symmetric extension of the bivariate Farlie-Gumbel-Morgenstern (FGM) copula with given marginals.
Rasha Ebaid   +3 more
openaire   +1 more source

Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas

Communications in Statistics - Simulation and Computation, 2009
A multivariate distribution can be represented in terms of its underlying margins by binding these margins together using a copula function (Sklar, 1959). Here, we propose a new class of survival FGM-type modification truncated copulas which quantify dependency and incorporate directional dependence.
Jong-Min Kim   +2 more
openaire   +1 more source

A comprehensive extension of the FGM copula

Statistical Papers, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Parameter estimation of bivariate distributions in presence of outliers: An application to FGM copula

Journal of Computational and Applied Mathematics, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
B.M. Taheri, H. Jabbari, M. Amini
openaire   +1 more source

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