Results 151 to 160 of about 925 (187)

A new extension of the FGM copula for negative association

Communications in Statistics - Theory and Methods, 2018
In this paper we introduced a single parameter, absolutely continuous and radially symmetric bivariate extension of the Farlie-Gumbel-Morgenstern (FGM) family of copulas.
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New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function

Communications in Statistics - 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 ...
Yoon-Sung Jung, Jong-Min Kim, Jinhwa Kim
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Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula

Statistical Papers, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shih, Jia-Han, Emura, Takeshi
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A Multivariate Generalized FGM Copulas and Its Application to Multiple Regression

2017
We introduce a class of multivariate non-exchangeable copulas which generalizes many known bivariate FGM type copula families. The properties such as moments, affiliation, association, and positive lower orthant dependent of the proposed class of copula are studied.
Zheng Wei, Daeyoung Kim, Tonghui Wang, Teerawut Teetranont   +3 more
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Risk Concentration Based on the Tail Distortion Risk Measure under Generalized FGM Copula

2016 International Conference on Identification, Information and Knowledge in the Internet of Things (IIKI), 2016
Risk concentration is used as a measurement of diversification benefits in the context of risk concentration. The tail distortion risk measure, which was introduced in Zhu and Li (2012), has attracted increasing interest recently. In this paper, We investigate the second-order asymptotics of the risk concentration based on the tail distortion risk ...
Wenhua Lv, Liheng Sang, Guangjun Shen
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Estimation of a common mean vector in bivariate meta-analysis under the FGM copula

Statistics, 2019
We propose a bivariate Farlie–Gumbel–Morgenstern (FGM) copula model for bivariate meta-analysis, and develop a maximum likelihood estimator for the common mean vector.
Jia-Han Shih, Yoshihiko Konno, Yuan-Tsung Chang, Takeshi Emura   +3 more
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Concordance Measures of a Class of Two-Parameter with Cube Generalized FGM Copulas

2010 Third International Symposium on Information Science and Engineering, 2010
We study four groups of generalized FGM Copulas whose Kendall's? and Spearman's? contain nearly two parameters, with 3? = 2?, that make them describe the dependence structure of the data more flexible and accurate than FGM Copula. Taking the relief factors of drainage height difference and cutting degree for example, this paper gives four specific ...
Fu-xia Xu, Yong-quan Dong
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The FGM Long-Term Bivariate Survival Copula Model: Modeling, Bayesian Estimation, and Case Influence Diagnostics

Communications in Statistics - Theory and Methods, 2013
In this article, we propose a bivariate long-term distribution based on the Farlie-Gumbel-Morgenstern copula model. The proposed model allows for the presence of censored data and covariates. For inferential purposes, a Bayesian approach via Markov Chain Monte Carlo (MCMC) were considered.
F. Louzada, A. K. Suzuki, V. G. Cancho
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Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula

Computational Statistics, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shih, Jia-Han, Emura, Takeshi
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Generalized FGM copulas: Properties and applications

Communications in Statistics - Simulation and Computation, 2022
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