All Times EDT
Thursday, October 1
Thu, Oct 1, 1:00 PM - 3:00 PM
Virtual
Virtual
Poster Session 2
Estimation Parameter of Dependence in Mixture of Generalized FGM and FGM Copula in Presence of Outliers (309567)
*Maryam Taheri, Department of Statistics of Ferdowsi University of MashhadKeywords: bi-variatecopula, generalized FGM copula, FGM copula, outliers, dependence, estimation
This paper introduces a ”mixture of generalized Farlie-Gumbel-Morgenstern copula and FGM copula in presence of outliers” (MGFGMO copula). Some researchers are worked on Generalized FGM copula with different parameter/s to see how the measure of dependence and estimation of dependency parameter have been changed. A mixture of GFGM copula and FGM copula are introduced here, to see what changes exactly happened when we meet outliers. Different values of n, k, ?, ß, and also the generalization parameters a, p and q are considered to see how the measures of dependence change. The plots of changes are drawn.