The following pages link to (Q4000335):
Displaying 50 items.
- A bivariate \(F\) distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and \(t\) distributions (Q257532) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- Regression mean residual life of a parallel system of dependent components (Q413345) (← links)
- Constructing Archimedean copulas from diagonal sections (Q434727) (← links)
- Non-central bivariate beta distribution (Q451488) (← links)
- Ordering properties of order statistics from random variables of Archimedean copulas with applications (Q476248) (← links)
- Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
- Generalized Marshall-Olkin distributions and related bivariate aging properties (Q634555) (← links)
- Normal correlation coefficient of non-normal variables using piece-wise linear approximation (Q650723) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk (Q737885) (← links)
- On univariate and bivariate generalized gamma convolutions (Q840725) (← links)
- Construction of non-exchangeable bivariate distribution functions (Q840959) (← links)
- Design of experiments for bivariate binary responses modelled by copula functions (Q901524) (← links)
- Multivariate maximum entropy identification, transformation, and dependence (Q928856) (← links)
- Multivariate distributions defined in terms of contours (Q951083) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- An order-statistics-based method for constructing multivariate distributions with fixed margin\-als (Q957315) (← links)
- A counterexample to a conjecture of Hutchinson and Lai (Q961007) (← links)
- Characterizations of Arnold and Strauss' and related bivariate exponential models (Q996989) (← links)
- Estimation in bivariate nonnormal distributions with stochastic variance functions (Q1023502) (← links)
- The dominance relation in some families of continuous Archimedean t-norms and copulas (Q1038002) (← links)
- Improving efficient marginal estimators in bivariate models with parametric marginals (Q1038442) (← links)
- Study of some measures of dependence between order statistics and systems (Q1041063) (← links)
- Bounds for the sum of dependent risks having overlapping marginals (Q1041073) (← links)
- A nonparametric estimator of the renewal function (Q1207206) (← links)
- The nontruncated marginal of a truncated bivariate normal distribution (Q1309418) (← links)
- On the formulation and computer implementation of an age-dependent two- sex demographic model (Q1325009) (← links)
- Review of delay-time OR modelling of engineering aspects of maintenance (Q1328625) (← links)
- Constant local dependence (Q1383918) (← links)
- Semi-parametric multivariate modelling when the marginals are the same (Q1403420) (← links)
- Bivariate analysis of survivorship and persistency (Q1413291) (← links)
- Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- Dependence structure and test of independence for some well-known bivariate distributions (Q1695423) (← links)
- A new class of bivariate copulas: dependence measures and properties (Q1698457) (← links)
- Parameter estimation for a bivariate lifetime distribution in reliability with multivariate extensions (Q1805529) (← links)
- On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model (Q1952681) (← links)
- A new family of positive quadrant dependent bivariate distributions (Q1970830) (← links)
- Modeling bivariate lifetimes based on expected present values of residual lives (Q2002021) (← links)
- A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
- The evaluation of bivariate normal probabilities for failure of parallel systems (Q2093140) (← links)
- A unified approach to constructing correlation coefficients between random variables (Q2189757) (← links)
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
- Factor analysis for paired ranked data with application on parent-child value orientation preference data (Q2259200) (← links)
- A journey beyond the Gaussian world. An interview with Harry Joe (Q2283651) (← links)
- A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas (Q2283656) (← links)
- Discrete bivariate distributions generated by copulas: DBEEW distribution (Q2321780) (← links)
- Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization (Q2398848) (← links)
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
