Mixtures of Farlie-Gumbel-Morgenstern Copulas
Makaleler > Tam Makale · 2012
Yazarlar: Olcay Bozkurt
Communications in Statistics - Simulation and Computation, Uluslararası, Wos, 2012, cilt 42, ss 171-182
DOI: 10.1080/03610918.2011.633726
Özet
Some modifications of bivariate Farlie-Gumbel-Morgenstern (FGM) copulas are going to be explained in this article. These modifications are generated by using mixtures of bivariate FGM copula functions. The main goal of this study is to determine both the ranges of association parameter and the rate of correlation, and also observe the changes in local dependence function. An application, which is related with simulated data, is conducted and results are illustrated.