• Volume
    10
  • Year
    2016
  • Page
    40-58
  • Source
    Journal of Statistical Theory and Practice
  • Format Published
    PDF
  • Descriptors

    FGM copulas; regression , measures of association

  • Abstract
    In this note, we discuss a generalization of a subclass of the Rodríguez- Lallena and Úbeda-Flores family of copulas, through order statistics. This generalized family includes an important class of the Farlie–Gumbel– Morgenstern (FGM) family of copulas, which are widely used in statistics. We derive the expressions for regression function and cumulative conditional expectation function. The explicit expressions for some measures of dependence like Spearman’s rho,Gini’s gamma coefficient, and quadrant dependence are discussed. Finally, Spearman’s rho is numerically tabulated and compared for some generalized families of FGM copulas.
  • Call. No.
    EA 100
  • IndexDate
    1397/11/02
  • Indexer
    Dashagha
  • Title of Article

    A note on generalized Farlie-Gumbel-Morgenstern copulas

  • RecordNumber
    102
  • Issue/Number
    1
  • Author/Authors

    Pathak, A. K. , Vellaisamy, P.

    • Link To Document
    https://library.iut.ac.ir/dl/search/default.aspx?Term=102&Field=0&DTC=150