A new extension of the FGM copula for negative association
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DOI: 10.1080/03610926.2018.1440312
Abstract: ABSTRACT In this paper we introduced a single parameter, absolutely continuous and radially symmetric bivariate extension of the Farlie-Gumbel-Morgenstern (FGM) family of copulas. Specifically, this extension measures the higher negative dependencies than most FGM extensions… read more here.
Keywords: extension fgm; new extension; copula negative; copula ... See more keywords