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Mixture of Generalized FGM and FGM Copula in Presence of Outliers (309591)
*Maryam Taheri, Department of Statistics of Ferdowsi University of MashhadKeywords: Mixture, Bivariate copula, Outlier, FGM copula, GFGM copula
This paper introduces a "mixture of generalized Farlie-Gumbel-Morgenstern (FGM)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 measures 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, theta, beta, and also the generalization parameters alpha, p and q are considered to see how the measures of dependence change. The results of estimating the dependence parameter is summarized in tables and measures of dependencies are drawn.