{"id":"https://openalex.org/W7128344471","doi":null,"title":"An Extension of the d-Variate FGM Copula with Application: Accepted February 2026","display_name":"An Extension of the d-Variate FGM Copula with Application: Accepted February 2026","publication_year":2026,"publication_date":"2026-02-03","ids":{"openalex":"https://openalex.org/W7128344471"},"language":"en","primary_location":{"id":"pmh:oai:revstat:article/992","doi":null,"is_oa":true,"landing_page_url":"https://revstat.ine.pt/index.php/REVSTAT/article/view/992","pdf_url":"https://revstat.ine.pt/index.php/REVSTAT/article/download/992/846","source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"1645-6726","raw_type":"journal article"},"volume":null,"type":"article","indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://revstat.ine.pt/index.php/REVSTAT/article/download/992/846","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068688722","display_name":"Mous-Abou Hamadou","orcid":"https://orcid.org/0009-0005-6486-5155","observed_orcids":["https://orcid.org/0009-0005-6486-5155"]},"institutions":[{"id":"https://openalex.org/I43267033","display_name":"Quinnipiac University","ror":"https://ror.org/00mpz5a50","country_code":"US","type":"education","lineage":["https://openalex.org/I43267033"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Hamadou, Mous-Abou","raw_affiliation_strings":["Quinnipiac University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Quinnipiac University","institution_ids":["https://openalex.org/I43267033"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082386934","display_name":"Martial Longla","orcid":"https://orcid.org/0000-0002-9432-0640","observed_orcids":["https://orcid.org/0000-0002-9432-0640"]},"institutions":[{"id":"https://openalex.org/I368840534","display_name":"University of Mississippi","ror":"https://ror.org/02teq1165","country_code":"US","type":"education","lineage":["https://openalex.org/I368840534","https://openalex.org/I4210141039"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Longla, Martial","raw_affiliation_strings":["University of Mississippi"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Mississippi","institution_ids":["https://openalex.org/I368840534"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5125353343","display_name":"MousAbou Hamadou","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I43267033","display_name":"Quinnipiac University","ror":"https://ror.org/00mpz5a50","country_code":"US","type":"education","lineage":["https://openalex.org/I43267033"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"MousAbou Hamadou","raw_affiliation_strings":["Quinnipiac University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Quinnipiac University","institution_ids":["https://openalex.org/I43267033"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.08757052,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9556000232696533,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9556000232696533,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.032600000500679016,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.000699999975040555,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/farlie-gumbel-morgenstern-copula","display_name":"Farlie-Gumbel-Morgenstern copula","score":0.9539999961853027},{"id":"https://openalex.org/keywords/multivariate-copulas","display_name":"multivariate copulas","score":0.675000011920929},{"id":"https://openalex.org/keywords/legendre-polynomials","display_name":"Legendre polynomials","score":0.9760000109672546},{"id":"https://openalex.org/keywords/copula-parameter-estimation","display_name":"copula parameter estimation","score":0.8379999995231628},{"id":"https://openalex.org/keywords/closed-form-estimator","display_name":"closed-form estimator","score":0.8109999895095825},{"id":"https://openalex.org/keywords/asymptotic-normality","display_name":"asymptotic normality","score":0.996999979019165},{"id":"https://openalex.org/keywords/multivariate-dependence","display_name":"multivariate dependence","score":0.7599999904632568},{"id":"https://openalex.org/keywords/model-selection","display_name":"model selection","score":0.675000011920929}],"concepts":[{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.9077000021934509},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6787999868392944},{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.6741999983787537},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6061999797821045},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5231999754905701},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.4652999937534332},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.45719999074935913},{"id":"https://openalex.org/C93959086","wikidata":"https://www.wikidata.org/wiki/Q6888345","display_name":"Model selection","level":2,"score":0.4343000054359436},{"id":"https://openalex.org/C2778029271","wikidata":"https://www.wikidata.org/wiki/Q5421931","display_name":"Extension (predicate logic)","level":2,"score":0.3668000102043152},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3450999855995178},{"id":"https://openalex.org/C111458787","wikidata":"https://www.wikidata.org/wiki/Q215405","display_name":"Legendre polynomials","level":2,"score":0.325300008058548},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.29580000042915344},{"id":"https://openalex.org/C177384507","wikidata":"https://www.wikidata.org/wiki/Q1149000","display_name":"Multivariate normal distribution","level":3,"score":0.29170000553131104},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.27889999747276306},{"id":"https://openalex.org/C2777606061","wikidata":"https://www.wikidata.org/wiki/Q16991115","display_name":"Tail dependence","level":3,"score":0.27300000190734863},{"id":"https://openalex.org/C117222624","wikidata":"https://www.wikidata.org/wiki/Q7575010","display_name":"Specification","level":2,"score":0.260699987411499},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.25189998745918274},{"id":"https://openalex.org/C2778648169","wikidata":"https://www.wikidata.org/wiki/Q967768","display_name":"Compatibility (geochemistry)","level":2,"score":0.25029999017715454}],"mesh":[],"locations_count":1,"locations":[{"id":"pmh:oai:revstat:article/992","doi":null,"is_oa":true,"landing_page_url":"https://revstat.ine.pt/index.php/REVSTAT/article/view/992","pdf_url":"https://revstat.ine.pt/index.php/REVSTAT/article/download/992/846","source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"1645-6726","raw_type":"journal article"}],"best_oa_location":{"id":"pmh:oai:revstat:article/992","doi":null,"is_oa":true,"landing_page_url":"https://revstat.ine.pt/index.php/REVSTAT/article/view/992","pdf_url":"https://revstat.ine.pt/index.php/REVSTAT/article/download/992/846","source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"1645-6726","raw_type":"journal article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7128344471.pdf","grobid_xml":"https://content.openalex.org/works/W7128344471.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"We":[0],"introduce":[1],"an":[2,25,81],"extended":[3,82,119],"d-variate":[4,71,92],"Farlie\u2013Gumbel\u2013Morgenstern":[5],"(FGM)":[6],"copula":[7,73,94,125],"that":[8,89],"incorporates":[9],"additional":[10],"parameters":[11,34],"based":[12],"on":[13,105],"Legendre":[14],"polynomials":[15],"to":[16,57],"enhance":[17],"the":[18,47,51,58,90,99,118,128],"representation":[19],"of":[20,50,117],"multivariate":[21],"dependence":[22,100],"structures.":[23],"Within":[24],"i.i.d.":[26],"framework,":[27],"we":[28,112],"derive":[29],"closed-form":[30],"estimators":[31],"for":[32,127],"these":[33],"and":[35,40,66,74,77,108],"establish":[36],"their":[37],"unbiasedness,":[38],"consistency,":[39],"asymptotic":[41],"normality.":[42],"A":[43],"simulation":[44],"study":[45],"illustrates":[46],"finite-sample":[48],"performance":[49],"estimators.":[52],"The":[53],"model":[54,109,120],"is":[55],"applied":[56],"IMS":[59,129],"Bearing":[60,130],"Dataset,":[61],"previously":[62],"studied":[63],"by":[64,75],"Ota":[65],"Kimura":[67],"(2021)":[68],"through":[69],"a":[70,114,122],"FGM":[72,84,93],"Longla":[76],"Hamadou":[78],"(2025)":[79],"using":[80],"bivariate":[83],"copula.":[85],"Our":[86],"analysis":[87],"shows":[88],"classical":[91],"does":[95],"not":[96],"adequately":[97],"represent":[98],"in":[101],"this":[102],"dataset.":[103],"Based":[104],"estimation":[106],"results":[107],"selection":[110],"criteria,":[111],"propose":[113],"reduced":[115],"version":[116],"as":[121],"more":[123],"appropriate":[124],"specification":[126],"Dataset.":[131]},"counts_by_year":[],"updated_date":"2026-09-21T07:43:02.447757","created_date":"2026-02-09T00:00:00"}
