论文标题

Huang-kotz的Copula-type的更灵活的对应物

A more flexible counterpart of a Huang-Kotz's copula-type

论文作者

Barakat, H. M., Alawady, M. A., Husseiny, I. A., Elgawad, M. A. Abd

论文摘要

我们提出了一个更灵活的对称对应者,即第一类类型的Huang-Kotz副群。对应者和黄 - kotz的第一类同样的相关水平相同的改进。此外,拟议的copula包括Farlie-Gumbel-Morgenstern(FGM)Copula的许多其他扩展的特殊情况。

We propose a more flexible symmetric counterpart of the Huang-Kotz's copula of the 1st type. Both the counterpart and Huang-Kotz's copula of the 1st type provide the same improvement of the correlation level. Moreover, the proposed copula includes special cases of many other extensions of the Farlie-Gumbel-Morgenstern (FGM) copula.

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