Title:
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On a general structure of the bivariate FGM type distributions (English) |
Author:
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Mirhosseini, Sayed Mohsen |
Author:
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Amini, Mohammad |
Author:
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Dolati, Ali |
Language:
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English |
Journal:
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Applications of Mathematics |
ISSN:
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0862-7940 (print) |
ISSN:
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1572-9109 (online) |
Volume:
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60 |
Issue:
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1 |
Year:
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2015 |
Pages:
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91-108 |
Summary lang:
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English |
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Category:
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math |
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Summary:
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In this paper, we study a general structure for the so-called Farlie-Gumbel-Morgenstern (FGM) family of bivariate distributions. Through examples we show how to use the proposed structure to study dependence properties of the FGM type distributions by a general approach. (English) |
Keyword:
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copula |
Keyword:
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dependence |
Keyword:
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FGM family |
Keyword:
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measure of association |
MSC:
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62E15 |
MSC:
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62H10 |
idZBL:
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Zbl 06391463 |
idMR:
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MR3299874 |
DOI:
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10.1007/s10492-015-0086-6 |
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Date available:
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2015-01-09T14:02:29Z |
Last updated:
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2020-07-02 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/144095 |
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Reference:
|
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Reference:
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