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on asymmetric structures of fgm copulas: measures of association and properties
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نویسنده
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bekrizadeh hakim
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منبع
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دوازدهمين همايش ملي رياضي دانشگاه پيام نور - 1404 - دوره : 12 - دوازدهمين همايش ملی ریاضی دانشگاه پيام نور - کد همایش: 04250-24418 - صفحه:0 -0
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چکیده
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In this paper, we introduce an asymmetric structural of farlie-gumbel-morgenstern (fgm) copulas and includes some of its recent extensions. some general formulas for well-known association measures of these copulas are obtained and various properties of the proposed model are studied.
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کلیدواژه
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fgm copula ,associated measures ,concepts of dependence.
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آدرس
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, iran
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پست الکترونیکی
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bekrizadeh@pnu.ac.ir
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Authors
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