Abstract

We introduce a class of multivariate non-exchangeable copulas which generalizes many known bivariate FGM type copula families. The properties such as moments, affiliation, association, and positive lower orthant dependent of the proposed class of copula are studied. The simple-to-use multiple regression function and multiple dependence measure formula for this new class of copulas are derived. Several examples are given to illustrate the main results obtained in this paper.

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