A multivariate generalized FGM copulas and its application to multiple regression

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:
Computer Science
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012924695&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/57125
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Institution: Chiang Mai University
id th-cmuir.6653943832-57125
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spelling th-cmuir.6653943832-571252018-09-05T03:35:17Z A multivariate generalized FGM copulas and its application to multiple regression Zheng Wei Daeyoung Kim Tonghui Wang Teerawut Teetranont Computer Science © 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. 2018-09-05T03:35:17Z 2018-09-05T03:35:17Z 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/6653943832/57125
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Computer Science
spellingShingle Computer Science
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/6653943832/57125
_version_ 1681424820286259200

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