Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions

By I. Bairamov, Samuel Kotz. 2002

115 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/1ed3e15ee65490dedc00f77e3f103f787f7a0550

How researchers see this paper

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In Finance

1. Engin A. Sungur
2. Daeyoung Kim
3. Jong‐Min Kim

In Management Science and Operations Research

1. Engin A. Sungur

In Statistics and Probability

1. Engin A. Sungur
2. Daeyoung Kim
3. Jong‐Min Kim

Citations in the corpus

• A new extension of bivariate FGM copulas (2009, unknown): “Copulas (3) and (4) are particular cases of Bairamov-Kotz family [3] defined by C θ,p,q,n(u, v) = u v ˆ 1 + θ(1 − u)(1 − v) ̃ , (6) and with associated Spearman’s Rho ρ ∈ [−0.”
• 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).”