Dependence measures and competing risks models under the generalized Farlie-Gumbel-Morgenstern copula
碩士 === 國立中央大學 === 統計研究所 === 104 === The thesis studies mathematical and statistical properties of the generalized Farlie-Gumbel-Morgenstern (FGM) copula (Bairamov and Kotz 2002). The first part of the thesis reviews several properties of dependence measures (Spearman’s rho, Kendall’s tau, Kochar and...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3ar6pv |