In this paper, we discuss an asymmetric extension of Farlie-Gumbel-Morgenstern copulas studied by several authors and obtain the range of the parameter. We derive an expression for regression function and the properties of these copulas are studied in detail. Also, explicit expressions for various measures of association are obtained. These measures are numerically compared for some particular parametric values of the copulas.
机构:
Department of Mathematics, Faculty of Science, Al-Azhar University, CairoDepartment of Mathematics, Faculty of Science, Al-Azhar University, Cairo
Mohie EL-Din M.M.
Amein M.M.
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Department of Mathematics, Faculty of Science, Al-Azhar University, Cairo
Department of Mathematics and Statistics, Faculty of Science, Taif University, HawiaDepartment of Mathematics, Faculty of Science, Al-Azhar University, Cairo
Amein M.M.
Ali N.S.A.
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Department of Mathematics, Faculty of Education, Ain Shams University, CairoDepartment of Mathematics, Faculty of Science, Al-Azhar University, Cairo
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Univ Sao Paulo, Dept Social Med, Ribeirao Preto Med Sch, Sao Paulo, BrazilUniv Sao Paulo, Dept Social Med, Ribeirao Preto Med Sch, Sao Paulo, Brazil
de Oliveira Peres, Marcos Vinicius
Achcar, Jorge Alberto
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Univ Sao Paulo, Dept Social Med, Ribeirao Preto Med Sch, Sao Paulo, BrazilUniv Sao Paulo, Dept Social Med, Ribeirao Preto Med Sch, Sao Paulo, Brazil
Achcar, Jorge Alberto
Martinez, Edson Zangiacomi
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Univ Sao Paulo, Dept Social Med, Ribeirao Preto Med Sch, Sao Paulo, BrazilUniv Sao Paulo, Dept Social Med, Ribeirao Preto Med Sch, Sao Paulo, Brazil