A new class of bivariate copulas

By J. -. Rodríguez-Lallena, Manuel Úbeda-Flores. 2004

200 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/01dd93c7fea2c6f9db3ce9c593409a0d162dc50a

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Citations in the corpus

Expanded Fréchet Model: Mathematical Properties, Copula, Different Estimation Methods, Applications and Validation Testing (2020, unknown): “Via Modified FGM Copula According to [24], the modified FGM copula is defined as Cρ(m, w) = mw[1 + ρ∨ (m)∧ (w)] ∣∣∣ ρ∈(−1,1) (22)”
On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (2008, background): “This copula which belongs to the family of copulas introduced and studied by Rodriguez-Lallena and Ubena-Flores (2004), is defined by C(u, v) = uv + θh(u)g(v), (6) where h and g are two non-zero real functions with support [0, 1].”
A new extension of bivariate FGM copulas (2009, background): “an re-discovered in 2004 by Rodŕıguez-Lallena and Úbeda-Flores [25].”
A New Log-Logistic Lifetime Model with Mathematical Properties, Copula, Modified Goodness-of-Fit Test for Validation and Real Data Modeling (2020, methodology): “Bivariate RG-LL Type via Modified FGM Copula Following [5], the (joint CDF) J-CDF of the bivariate modified FGM copula can be expressed as E( , ) = + E ( ) ( ), where ( ) = ( ), and ( ) = ( ).”
Copula Theory: An Introduction (2010, background): “More recent investigations are also provided in [4, 5, 6, 65, 169].”
Analysis of directional dependence using asymmetric copula-based regression models (2014, methodology): “[9] used a type of generalized FGM (GFGM) copula, a specific form of the Rodríguez-Lallena and Úbeda-Flores copula family,[12] to study directional dependence of gene data and financial data:”
A Note on Directional Dependence in Regression Setting (2005, background): “Some special cases of this type of copulas have been extensively studied by Rodríguez-Lallena and Úbeda-Flores (2004), Bairamov and Kotz (2002), and Lai and Xie (2000).”
On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2007, background): “These copulas are studied in detail in (Rodríguez Lallena and Úbeda Flores, 2004).”