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:: Search published articles ::
Showing 1 results for Aalamatsaz

Mohammad Hossein Aalamatsaz, Foroogh Mahpishanian,
Volume 5, Issue 1 (9-2011)
Abstract

There is a family of generalized Farlie-Gumbel-Morgenstern copulas, known as the semiparametric family, which is generated by a function called distribution-based generator. These generators have been studied typically for symmetric distributions in the literature. In this article, is proposed a method for asymmetric case which increases the flexibility of distribution-based generators and, thus, the model. In addition, a method for generalizing general generators is provided which can also be used to obtain more flexible distribution-based generators. Clearly, with more flexible generators more desirable models can be found to fit real data.

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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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