Results 141 to 150 of about 288 (179)

Spherical Hamiltonian Monte Carlo for Constrained Target Distributions. [PDF]

open access: yesJMLR Workshop Conf Proc, 2014
Lan S, Zhou B, Shahbaba B.
europepmc   +1 more source

New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function [PDF]

open access: yesCommunications in Statistics Part B: Simulation and Computation, 2008
This article presents an application of copula methodology in exchange markets. In this article, we consider the concept of directional dependence given by Sungur (2005). We also consider and study directional dependence for generalized Farlie–Gumbel–Morgenstern (FGM) distributions, which are a member of the Rodriguez-Lallena and Ubeda-Flores (2004 ...
Yoonsung Jung   +2 more
exaly   +3 more sources

A comprehensive extension of the FGM copula

Statistical Papers, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hurlimann Werner
exaly   +3 more sources

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.
H Jabbari
exaly   +2 more sources

Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas [PDF]

open access: yesCommunications 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 0001   +2 more
openaire   +2 more sources

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.
Tiantian Mao
exaly   +3 more sources

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