Exact Range of the Parameter of an n-Variate FGM Copula under Homogeneous Dependence Structure Shuhei OTAMitsuhiro KIMURA
Publication: IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences Publication Date: 2021/05/01 Vol. E104-ANo. 5 ;
pp. 823-826 Type of Manuscript: LETTER Category: Reliability, Maintainability and Safety Analysis Keyword: Farlie-Gumbel-Morgenstern copula, exact range, dependence structure, asymptotic property,