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A new class of bivariate copulas

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Cited by:

  1. Schmid, Friedrich & Schmidt, Rafael, 2007. "Multivariate extensions of Spearman's rho and related statistics," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 407-416, February.
  2. Bairamov, I. & Bayramoglu, K., 2013. "From the Huang–Kotz FGM distribution to Baker’s bivariate distribution," Journal of Multivariate Analysis, Elsevier, vol. 113(C), pages 106-115.
  3. Ebrahimi, Nader & Hamedani, G.G. & Soofi, Ehsan S. & Volkmer, Hans, 2010. "A class of models for uncorrelated random variables," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1859-1871, September.
  4. Indranil Ghosh, 2017. "Bivariate Kumaraswamy Models via Modified FGM Copulas: Properties and Applications," JRFM, MDPI, vol. 10(4), pages 1-13, November.
  5. Damjana Kokol Bukovv{s}ek & Tomav{z} Kov{s}ir & Blav{z} Mojv{s}kerc & Matjav{z} Omladiv{c}, 2018. "Asymmetric linkages: maxmin vs. reflected maxmin copulas," Papers 1808.07737, arXiv.org, revised Jul 2019.
  6. Christine Amsler & Artem Prokhorov & Peter Schmidt, 2021. "A new family of copulas, with application to estimation of a production frontier system," Journal of Productivity Analysis, Springer, vol. 55(1), pages 1-14, February.
  7. 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.
  8. Tomav{z} Kov{s}ir & Matjav{z} Omladiv{c}, 2018. "Reflected maxmin copulas and modelling quadrant subindependence," Papers 1808.07646, arXiv.org, revised Dec 2018.
  9. Jorge Navarro & Franco Pellerey & Miguel A. Sordo, 2020. "Weak Dependence Notions and Their Mutual Relationships," Mathematics, MDPI, vol. 9(1), pages 1-27, December.
  10. Jorge Navarro & Nuria Torrado & Yolanda del Águila, 2018. "Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence," Methodology and Computing in Applied Probability, Springer, vol. 20(1), pages 411-433, March.
  11. Cuadras, Carles M. & Cuadras, Daniel, 2008. "Eigenanalysis on a bivariate covariance kernel," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2497-2507, November.
  12. Mukhtar M. Salah & M. El-Morshedy & M. S. Eliwa & Haitham M. Yousof, 2020. "Expanded Fréchet Model: Mathematical Properties, Copula, Different Estimation Methods, Applications and Validation Testing," Mathematics, MDPI, vol. 8(11), pages 1-29, November.
  13. Jiang, Jun & Tang, Qihe, 2011. "The product of two dependent random variables with regularly varying or rapidly varying tails," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 957-961, August.
  14. Baker, Rose, 2008. "An order-statistics-based method for constructing multivariate distributions with fixed marginals," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2312-2327, November.
  15. Werner Hürlimann, 2017. "A comprehensive extension of the FGM copula," Statistical Papers, Springer, vol. 58(2), pages 373-392, June.
  16. Hélène Cossette & Etienne Marceau & Fouad Marri, 2011. "Constant Dividend Barrier in a Risk Model with a Generalized Farlie-Gumbel-Morgenstern Copula," Methodology and Computing in Applied Probability, Springer, vol. 13(3), pages 487-510, September.
  17. Friedrich Schmid & Rafael Schmidt, 2007. "Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(3), pages 323-354, November.
  18. Arbel, Julyan & Crispino, Marta & Girard, Stéphane, 2019. "Dependence properties and Bayesian inference for asymmetric multivariate copulas," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
  19. Saikat Mukherjee & Farhad Jafari & Jong-Min Kim, 2012. "Characterization of Differentiable Copulas," Papers 1210.2953, arXiv.org.
  20. Cossette, Hélène & Marceau, Etienne & Marri, Fouad, 2008. "On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 444-455, December.
  21. repec:bpj:demode:v:6:y:2018:i:1:p:156-177:n:10 is not listed on IDEAS
  22. Komelj, Janez & Perman, Mihael, 2010. "Joint characteristic functions construction via copulas," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 137-143, October.
  23. Fabrizio Durante & Pier Papini, 2010. "Non-exchangeability of negatively dependent random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(2), pages 139-149, March.
  24. Woo, Jae-Kyung & Cheung, Eric C.K., 2013. "A note on discounted compound renewal sums under dependency," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 170-179.
  25. 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.
  26. Mahmoud M. Mansour & Mohamed Ibrahim & Khaoula Aidi & Nadeem Shafique Butt & Mir Masoom Ali & Haitham M. Yousof & Mohamed S. Hamed, 2020. "A New Log-Logistic Lifetime Model with Mathematical Properties, Copula, Modified Goodness-of-Fit Test for Validation and Real Data Modeling," Mathematics, MDPI, vol. 8(9), pages 1-20, September.
  27. Kahkashan Afrin & Ashif S Iquebal & Mostafa Karimi & Allyson Souris & Se Yoon Lee & Bani K Mallick, 2020. "Directionally dependent multi-view clustering using copula model," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-18, October.
  28. 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.
  29. Longobardi, Maria & Pellerey, Franco, 2019. "On the role of dependence in residual lifetimes," Statistics & Probability Letters, Elsevier, vol. 153(C), pages 56-64.
  30. Willmot, Gordon E. & Woo, Jae-Kyung, 2012. "On the analysis of a general class of dependent risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 134-141.
  31. Mao, Tiantian & Yang, Fan, 2015. "Risk concentration based on Expectiles for extreme risks under FGM copula," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 429-439.
  32. 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.
  33. Gijbels Irène & Matterne Margot, 2021. "Study of partial and average conditional Kendall’s tau," Dependence Modeling, De Gruyter, vol. 9(1), pages 82-120, January.
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