A multivariate generalized FGM copulas and its application to multiple regression

• المؤلفون الرئيسيون: Zheng Wei, Daeyoung Kim, Tonghui Wang, Teerawut Teetranont
• التنسيق: Book Series
• منشور في: 2018
• الموضوعات: Agricultural and Biological Sciences
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012924695&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/46705
• المؤسسة: Chiang Mai University

© 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...