Extensions of Farlie-Gumbel-Morgenstern distributions: A review

A copula is a function that completely describes the dependence structure between the marginal distributions. One of the most important parametric family of copulas is the Farlie-Gumbel-Morgenstern (FGM) family. In practical applications this copula has been shown to be somewhat limited. We review several extensions of this family.

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Source https://hal.science/hal-00864676
Author Stoica, Emil
Maintainer CCSD
Last Updated May 8, 2026, 00:52 (UTC)
Created May 8, 2026, 00:52 (UTC)
Identifier hal-00864676
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Stefan Odobleja Academy of Cybernetics ; Dragan European University of Lugoj
creator Stoica, Emil
date 2013-11-29T00:00:00
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harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2013-12-02T00:00:00
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