Journal ArticleDOI
Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas
TLDR
An asymmetric extension of Farlie–Gumbel–Morgenstern copulas studied by several authors is discussed and an expression for regression function is derived and explicit expressions for various measures of association are obtained.Abstract:
In this paper, we discuss an asymmetric extension of Farlie–Gumbel–Morgenstern copulas studied by several authors and obtain the range of the parameter. We derive an expression for regression function and the properties of these copulas are studied in detail. Also, explicit expressions for various measures of association are obtained. These measures are numerically compared for some particular parametric values of the copulas.read more
Citations
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A new class of bivariate copulas: dependence measures and properties
Hakim Bekrizadeh,Babak Jamshidi +1 more
TL;DR: A new class of bivariate Farlie–Gumbel–Morgenstern (FGM) copula is proposed, which includes some known extensions of FGM copulas and some general formulas for well-known association measures of this class are obtained.
Journal ArticleDOI
A bivariate generalized linear exponential distribution: properties and estimation
TL;DR: In this paper, a new family of bivariate generalized linear exponential (BGLE) distributions was introduced, whose marginals are generalized linear-exponential distributions (GLE) with respect to the Gaussian distribution.
Journal ArticleDOI
A note on generalized Farlie-Gumbel-Morgenstern copulas
TL;DR: In this article, a generalized class of Farlie-Gumbel-Morgenstern copulas, called the Rodriguez-Lallena and Ubeda-Flores copula family, is discussed.
Bivariate Inverse Topp-Leone Model to Counter Heterogeneous Data
TL;DR: Tyagi et al. as mentioned in this paper investigated a novel technique based on a Farlie-Gumbel-Morgenstern (FGM) copula and the inverse Topp-Leone (ITL) model to deal with heterogeneity that is present in data.
References
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Journal ArticleDOI
Bivariate Exponential Distributions
TL;DR: In this article, two bivariate distributions with exponential margins are analyzed and another is briefly mentioned, and the coefficient of correlation lies in the interval -.25≤ρ≤.25 and the correlation ratio is proportional to the coefficient.
Journal ArticleDOI
Generalized Exponential Distributions
Rameshwar D. Gupta,Debasis Kundu +1 more
TL;DR: In this article, a three-parameter generalized exponential distribution (GED) was used for analysis of lifetime data, which is a particular case of the exponentiated Weibull distribution originally proposed by Mudholkar et al.
Statistics of extremes
M. Lovric,Anthony C. Davison +1 more
TL;DR: This article reviews multivariate theory, distinguishing asymptotic independence and dependence models, followed by a description of models for spatial and spatiotemporal extreme events, and discusses inference and describe two applications.