Abstract

ABSTRACT FGM copula is widely used in correlation analysis because of its simple form and excellent properties, but its application in asymmetric correlation analysis is limited by its symmetrical function form. This paper mainly analyzes the properties of two kinds of asymmetric copulas related to FGM copula-generalized FGM copula and three-section copula. As two kinds of asymmetric copula related to FGM copula, they retain many excellent properties of FGM copula, such as closure under convolution operation and the relation between Spearman and Kendall etc. The closeness of convolution operation provides convenience for the calculation of Copula dependence coefficient. Finally, the generalized FGM is selected to analyze the asymmetric dependence between variables in biomedicine, which lays a foundation for its application in biomedicine.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call