Convex sums of Farlie-Gumbel-Morgenstern distributions
Résumé
A copula is a function that completely describes the dependence structure between the marginal distributions. One of the most important parametric family of copulas is the Farlie-Gumbel-Morgenstern (FGM) family. We establish a stability property of the FGM copula with respect to convex sums.
Domaines
Théorie [stat.TH]
Origine : Fichiers produits par l'(les) auteur(s)
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