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oai:munzur-rdlopen.rawdatalibrary.net:munzur/29022026-10-28T15:30:13Zopenairedrivercom_munzur_1col_munzur_2com_munzur_8col_munzur_157

A multi-parameter Generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomialSusam, Selim OrhunBernstein polynomialCopulaFGM copulaKendall’s tauIn this paper, we are proposing a flexible method for constructing a bivariate generalized Farlie-Gumbel-Morgenstern (G-FGM) copula family. The method is mainly developed around the function ϕ(t) (t ∈ [0, 1]), where ϕ is the generator of the G-FGM copula. The proposed construction method has useful advantages. The first of which is the direct relationship between the ϕ function and Kendall’s tau. The second advantage is the possibility of constructing a multi-parameter G-FGM copula which allows us to better harmonize empirical instruction with the model. The construction method is illustrated by three real data examples.Hacettepe University2022Articlehttps://rdlopen.rawdatalibrary.net/r/munzur/2902https://doi.org/10.15672/hujms.9936982651-477XenHacettepe Journal of Mathematics and Statisticsinfo:eu-repo/semantics/openAccessinfo:eu-repo/semantics/articlehttps://munzur-rdlopen.rawdatalibrary.net/tr/items/munzur/2902