A new extension of bivariate FGM copulas
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References listed on IDEAS
- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
- 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.
- repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Saikat Mukherjee & Farhad Jafari & Jong-Min Kim, 2012. "Characterization of Differentiable Copulas," Papers 1210.2953, arXiv.org.
- Komelj, Janez & Perman, Mihael, 2010. "Joint characteristic functions construction via copulas," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 137-143, October.
- 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.
- repec:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-015-0703-1 is not listed on IDEAS
- 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.
More about this item
KeywordsCopulas; Semiparametric family; Measures of association; Positive dependence;
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