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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Main Authors:	Zheng Wei, Daeyoung Kim, Tonghui Wang, Teerawut Teetranont
Format:	Book Series
Published:	2018
Subjects:	Agricultural and Biological Sciences
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012924695&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46705
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Institution:	Chiang Mai University

id	th-cmuir.6653943832-46705
record_format	dspace
spelling	th-cmuir.6653943832-467052018-04-25T07:28:07Z A multivariate generalized FGM copulas and its application to multiple regression Zheng Wei Daeyoung Kim Tonghui Wang Teerawut Teetranont Agricultural and Biological Sciences © 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. 2018-04-25T06:59:41Z 2018-04-25T06:59:41Z 2017-02-01 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/6653943832/46705
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Agricultural and Biological Sciences
spellingShingle	Agricultural and Biological Sciences Zheng Wei Daeyoung Kim Tonghui Wang Teerawut Teetranont A multivariate generalized FGM copulas and its application to multiple regression
description	© 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	Zheng Wei Daeyoung Kim Tonghui Wang Teerawut Teetranont
author_facet	Zheng Wei Daeyoung Kim Tonghui Wang Teerawut Teetranont
author_sort	Zheng Wei
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	2018
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012924695&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46705
_version_	1681422923935514624

A multivariate generalized FGM copulas and its application to multiple regression

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