Paper Info
Title
Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions
Abstract
In this article, we obtained a dependence measure for generalized Farlie-Gumbel-Morgenstern (FGM) family in view of Kochar and Gupta (1987) and then compared this measure with Spearman's rho and Kendall's tau in FGM family. Moreover, we evaluated the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987, 1990) based on exact distribution of a U-statistics. This is derived via a simulation study for sample of sizes n=6, 8, 10, 12, 16, and 20. Also, we compared our simulation results with those achieved by Amini et al. (2010) and Guven and Kotz (2008).
Year
DOI
Venue
2011
10.1080/03610918.2011.568149
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Keywords
DocType
Volume
Copula functions,Farlie-Gumbel-Morgenstern family,Negative and positive quadrant dependence,U-statistics
Journal
40
Issue
ISSN
Citations 
8
0361-0918
5
PageRank 
References 
Authors
0.88
0
3
Name
Order
Citations
PageRank
M AMINI1283.55
H. Jabbari271.93
G. R. Mohtashami Borzadaran374.96