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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Bibliographic Details
Main Authors: Zheng Wei, Daeyoung Kim, Tonghui Wang, Teerawut Teetranont
Format: Book Series
Published: 2018
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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

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