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A new extension of bivariate FGM copulas

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  • Cécile Amblard
  • Stéphane Girard

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  • Cécile Amblard & Stéphane Girard, 2009. "A new extension of bivariate FGM copulas," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 1-17, June.
    • Handle: RePEc:spr:metrik:v:70:y:2009:i:1:p:1-17
    DOI: 10.1007/s00184-008-0174-7
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    References listed on IDEAS

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    1. Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel, 2004. "A new class of bivariate copulas," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 315-325, February.
    2. Matthias Fischer & Ingo Klein, 2007. "Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 65(2), pages 243-260, February.
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    Citations

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    Cited by:

    1. Jia-Han Shih & Takeshi Emura, 2019. "Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula," Statistical Papers, Springer, vol. 60(4), pages 1101-1118, August.
    2. Saikat Mukherjee & Farhad Jafari & Jong-Min Kim, 2012. "Characterization of Differentiable Copulas," Papers 1210.2953, arXiv.org.
    3. Emilio Gómez-Déniz & Jorge Pérez-Rodríguez, 2015. "Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors," Journal of Productivity Analysis, Springer, vol. 43(2), pages 215-223, April.
    4. Komelj, Janez & Perman, Mihael, 2010. "Joint characteristic functions construction via copulas," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 137-143, October.
    5. Šeliga Adam & Kauers Manuel & Saminger-Platz Susanne & Mesiar Radko & Kolesárová Anna & Klement Erich Peter, 2021. "Polynomial bivariate copulas of degree five: characterization and some particular inequalities," Dependence Modeling, De Gruyter, vol. 9(1), pages 13-42, January.
    6. Saminger-Platz Susanne & Kolesárová Anna & Šeliga Adam & Mesiar Radko & Klement Erich Peter, 2021. "New results on perturbation-based copulas," Dependence Modeling, De Gruyter, vol. 9(1), pages 347-373, January.
    7. Girard Stéphane, 2018. "Transformation Of A Copula Using The Associated Co-Copula," Dependence Modeling, De Gruyter, vol. 6(1), pages 298-308, December.
    8. Werner Hürlimann, 2017. "A comprehensive extension of the FGM copula," Statistical Papers, Springer, vol. 58(2), pages 373-392, June.
    9. Hakim Bekrizadeh & Babak Jamshidi, 2017. "A new class of bivariate copulas: dependence measures and properties," METRON, Springer;Sapienza Università di Roma, vol. 75(1), pages 31-50, April.
    10. Shyamal Ghosh & Prajamitra Bhuyan & Maxim Finkelstein, 2022. "On a bivariate copula for modeling negative dependence: application to New York air quality data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(5), pages 1329-1353, December.

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