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...
Tallennettuna:
| Päätekijät: | , |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
Springer
2021-04-01
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| Sarja: | Journal of Statistical Theory and Applications (JSTA) |
| Aiheet: | |
| Linkit: | https://www.atlantis-press.com/article/125955416/view |
| Tagit: |
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