A New Form of Farlie-Gumbel-Morgenstern Copula: A Comparative Simulation Study and Application
In this study a new mixture copula has been obtained by creating a linear combination of product copula with copula which is obtained with marginal distributions of order statistics which was proposed by Dolati and Úbeda-Flores, Kybernetika. 45 (2009), 992–1002. In addition, a new form of Farlie-Gum...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Atlantis Press
2021-04-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/125955416/view |