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A new extension of bivariate FGM copulas


  • Cécile Amblard


  • Stéphane Girard



No abstract is available for this item.

Suggested Citation

  • 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

    1. Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
    2. 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.
    3. repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
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    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Saikat Mukherjee & Farhad Jafari & Jong-Min Kim, 2012. "Characterization of Differentiable Copulas," Papers 1210.2953,
    2. Komelj, Janez & Perman, Mihael, 2010. "Joint characteristic functions construction via copulas," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 137-143, October.
    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. repec:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-015-0703-1 is not listed on IDEAS
    5. 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.


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