Abstract
ABSTRACTIn this note, we discuss a generalization of a subclass of the Rodriguez-Lallena and Ubeda-Flores family of copulas, through order statistics. This generalized family includes an important class of the Farlie–Gumbel–Morgenstern (FGM) family of copulas, which are widely used in statistics. We derive the expressions for regression function and cumulative conditional expectation function. The explicit expressions for some measures of dependence like Spearman’s rho, Gini’s gamma coefficient, and quadrant dependence are discussed. Finally, Spearman’s rho is numerically tabulated and compared for some generalized families of FGM copulas.
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