A multivariate generalized FGM copulas and its application to multiple regression
© Springer International Publishing AG 2017. We introduce a class of multivariate non-exchangeable copulas which generalizes many known bivariate FGM type copula families. The properties such as moments, affiliation, association, and positive lower orthant dependent of the proposed class of copula a...
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th-cmuir.6653943832-407872017-09-28T04:11:25Z A multivariate generalized FGM copulas and its application to multiple regression Wei Z. Kim D. Wang T. Teetranont T. © Springer International Publishing AG 2017. We introduce a class of multivariate non-exchangeable copulas which generalizes many known bivariate FGM type copula families. The properties such as moments, affiliation, association, and positive lower orthant dependent of the proposed class of copula are studied. The simple-to-use multiple regression function and multiple dependence measure formula for this new class of copulas are derived. Several examples are given to illustrate the main results obtained in this paper. 2017-09-28T04:11:25Z 2017-09-28T04:11:25Z Book Series 1860949X 2-s2.0-85012924695 10.1007/978-3-319-50742-2_22 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012924695&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/40787 |
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© Springer International Publishing AG 2017. We introduce a class of multivariate non-exchangeable copulas which generalizes many known bivariate FGM type copula families. The properties such as moments, affiliation, association, and positive lower orthant dependent of the proposed class of copula are studied. The simple-to-use multiple regression function and multiple dependence measure formula for this new class of copulas are derived. Several examples are given to illustrate the main results obtained in this paper. |
| format |
Book Series |
| author |
Wei Z. Kim D. Wang T. Teetranont T. |
| spellingShingle |
Wei Z. Kim D. Wang T. Teetranont T. A multivariate generalized FGM copulas and its application to multiple regression |
| author_facet |
Wei Z. Kim D. Wang T. Teetranont T. |
| author_sort |
Wei Z. |
| title |
A multivariate generalized FGM copulas and its application to multiple regression |
| title_short |
A multivariate generalized FGM copulas and its application to multiple regression |
| title_full |
A multivariate generalized FGM copulas and its application to multiple regression |
| title_fullStr |
A multivariate generalized FGM copulas and its application to multiple regression |
| title_full_unstemmed |
A multivariate generalized FGM copulas and its application to multiple regression |
| title_sort |
multivariate generalized fgm copulas and its application to multiple regression |
| publishDate |
2017 |
| url |
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012924695&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/40787 |
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1681421881911017472 |