{
    "article_id": 484,
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    "source_identifier": "5:130",
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    "type": "research_article",
    "title": "A New Modified Farlie-Gumbel-Morgenstern Copula",
    "title_secondary": null,
    "abstract": "Copulas are the special functions obtained with a combination of functions. Therefore, appropriate conversions can be made to create new copulas or to improve the existing copulas. Many researchers have recently aimed to obtain variables with higher correlation by improving the existing copulas or constructing new copulas. In this study, a new copula which has negative quadrant dependency has been introduced. A new form of FarlieGumbel-Morgenstern (FGM) copula is obtained by applying FGM copula. Kendall’s T and Spearman’s p values for the new form of FGM copula has been obtained to have larger bounds on the negative side. The data set is simulated from FGM copula and the new form of FGM copula. Then, dependency structure is analyzed with scatter plot of data obtained from copulas.  ",
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    "authors": [
        {
            "public_id": "4410a9b5-0e2c-4316-9373-a3523124fb9a",
            "given": "Ferhan",
            "family": "Baş Kaman",
            "full": "Ferhan Baş Kaman",
            "literal": null,
            "orcid": null,
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            "email": "basferhan@gmail.com",
            "corresponding": true,
            "sequence": "first",
            "affiliations": [
                {
                    "name": "Department of Banking and Finance, Graduate School of Social Sciences, Yıldırım Beyazıt University ",
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                }
            ]
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        {
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            "given": "Hülya",
            "family": "Olmuş",
            "full": "Hülya Olmuş",
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            "email": "hulya@gazi.edu.tr",
            "corresponding": false,
            "sequence": "additional",
            "affiliations": [
                {
                    "name": "Department of Statistics, Graduate School of Natural and Applied Sciences, Gazi University  ",
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                }
            ]
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    ],
    "keywords": [
        "FGM copula, new form of FGM, negative quadrant dependency"
    ],
    "translations": [
        {
            "language": "en",
            "title": "A New Modified Farlie-Gumbel-Morgenstern Copula",
            "abstract": "Copulas are the special functions obtained with a combination of functions. Therefore, appropriate conversions can be made to create new copulas or to improve the existing copulas. Many researchers have recently aimed to obtain variables with higher correlation by improving the existing copulas or constructing new copulas. In this study, a new copula which has negative quadrant dependency has been introduced. A new form of FarlieGumbel-Morgenstern (FGM) copula is obtained by applying FGM copula. Kendall’s T and Spearman’s p values for the new form of FGM copula has been obtained to have larger bounds on the negative side. The data set is simulated from FGM copula and the new form of FGM copula. Then, dependency structure is analyzed with scatter plot of data obtained from copulas.  \r\n",
            "keywords": [
                "FGM copula, new form of FGM, negative quadrant dependency"
            ]
        }
    ],
    "subjects": [],
    "subject_names": [],
    "published_date": "2018-06-23",
    "published_year": "2018",
    "received_date": null,
    "accepted_date": null,
    "volume": "2",
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    "page_first": "137",
    "page_last": "137",
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    "conference": {
        "short_name": "ISAS 2018",
        "full_title": "Ist International Symposium on Innovative Approaches in Scientific Studies",
        "name": "Ist International Symposium on Innovative Approaches in Scientific Studies",
        "acronym": "ISAS 2018",
        "location": "Kemer-Antalya, Türkiye",
        "start_date": "2018-04-11",
        "end_date": null,
        "public_id": "1d94fec9-c4fe-4034-9157-0b205eef4e56"
    },
    "proceedings": {
        "title": "Ist International Symposium on Innovative Approaches in Scientific Studies",
        "series_title": "Setsci conference indexing system",
        "publisher": "SET Technology",
        "isbn": null,
        "eisbn": null,
        "issn": "2618-6446",
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        "slug": "setsci-volume-2-2018-legacy-5",
        "public_id": "03da7b1c-cb6e-4f3b-aee4-ac41ee60fd75",
        "url": "https://www.set-science.com/p/setsci-volume-2-2018-legacy-5"
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    "license": {
        "name": "CC BY 4.0",
        "url": "https://creativecommons.org/licenses/by/4.0/",
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    "copyright": {
        "holder": "SET Technology",
        "year": "2018"
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    "references": [
        {
            "order": 1,
            "raw": "Akaike, H. (1974). A new look at the statistical model identification. IEEE Transactions on Automatic Control,\r\n19(6), 716-723.\r\nDolati, A. and Ubeda-Flores, M. (2009). Constructing copulas by means of pairs of order statistics. Kybernetika,\r\n45(6), 992-1002.\r\nNelsen, R. B. (2006). An Introduction to Copulas.(Second edition), New York: Springer, 7-211.\r\nSchwarz, G. (1978). Estimating the dimension of a model. The annals of Statistics, 6(2), 461-464.\r\nSklar, A. (1959). Fonctions de repartitiona n dimesions et leursmarges. Publ. Inst. Statist. Univ., Paris 8: 229-231.",
            "doi": null,
            "title": null,
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            "year": null,
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        }
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        "published": "2018-06-23"
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}