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Dergiler / Türkiye İstatistik Derneği İstatistik Dergisi / 2026 / Volume: 14 Issue: 1

A Compound Positively Dependent Farlie-Gumbel-Morgenstern Bivariate Copula

Selim Orhun Susam(MUNZUR UNIVERSITY)0000-0001-7896-9055
Sayfa
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Yayın Tarihi
2022-07-31
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

The new copula performs best for the real data having moderate dependence structure.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:In this study, we propose a two parameter Farlie-Gumbel-Morgenstern (FGM) copula that maintains membership in the family in a way while adding the extra dependence parameter to the model by using the compound method.
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Temel Bulgular & Veri:Also, we assess the performance of the new compound FGM copula among all the most used two-parameter families of FGM copulas.
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Sonuç & Katkı:The new copula performs best for the real data having moderate dependence structure.
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Copula · compound disribution · fgm copula

Abstract

In this study, we propose a two parameter Farlie-Gumbel-Morgenstern (FGM) copula that maintains membership in the family in a way while adding the extra dependence parameter to the model by using the compound method. Also, we assess the performance of the new compound FGM copula among all the most used two-parameter families of FGM copulas. The new copula performs best for the real data having moderate dependence structure.

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Bu Makaleye Atıf Yap

Susam, S. O. (2022). A Compound Positively Dependent Farlie-Gumbel-Morgenstern Bivariate Copula. Türkiye İstatistik Derneği İstatistik Dergisi, Volume: 14 Issue: 1. https://ajindex.com/articles/1562012

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Kaynakça (15)

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