Pages that link to "Item:Q1096284"
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The following pages link to Some new approaches to multivariate probability distributions (Q1096284):
Displayed 14 items.
- A characterization of continuous multivariate distributions by conditional expectations (Q689418) (← links)
- Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
- Characterizations using the bivariate failure rate function (Q945760) (← links)
- Characterizations of Arnold and Strauss' and related bivariate exponential models (Q996989) (← links)
- Hazard rate estimation under dependence conditions (Q1121614) (← links)
- A note on characterizations based on truncated expectations (Q1125521) (← links)
- Multivariate extensions of univariate life distributions (Q1272745) (← links)
- A characterization of the multivariate normal distribution by using the hazard gradient (Q1768133) (← links)
- A conversation with Samuel Kotz (Q1872608) (← links)
- Bivariate generalized cumulative residual entropy (Q2257021) (← links)
- Multivariate extension of modified Sarhan-Balakrishnan bivariate distribution (Q2276172) (← links)
- Some consequences of a characterization theorem based on truncated moments (Q3203846) (← links)
- Hazard rate estimation for strong-mixing and censored processes (Q4345888) (← links)
- Some characterizations of multivariate distributions using products of the hazard gradient and mean residual life components (Q5429700) (← links)