Pages that link to "Item:Q3598196"
From MaRDI portal
The following pages link to Continuous Bivariate Distributions (Q3598196):
Displayed 50 items.
- Bimatrix variate Kummer-gamma distribution (Q1979977) (← links)
- Multivariate adaptive warped kernel estimation (Q2002571) (← links)
- On the reliability for some bivariate dependent beta and Kumaraswamy distributions: a brief survey (Q2009815) (← links)
- A phase-field model of fracture with frictionless contact and random fracture properties: application to thin-film fracture and soil desiccation (Q2021154) (← links)
- New families of bivariate copulas via unit Weibull distortion (Q2040900) (← links)
- A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (Q2061759) (← links)
- Conditional specification of statistical models: classical models, new developments and challenges (Q2062760) (← links)
- On partially Schur-constant models and their associated copulas (Q2063746) (← links)
- Multivariate failure time distributions derived from shared frailty and copulas (Q2068954) (← links)
- Generalized proportional reversed hazard rate distributions with application in medicine (Q2082454) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures (Q2089351) (← links)
- Bivariate semi-parametric singular family of distributions and its applications (Q2091339) (← links)
- Different coefficients for studying dependence (Q2091341) (← links)
- Gumbel's bivariate exponential distribution: estimation of the association parameter using ranked set sampling (Q2095710) (← links)
- Bivariate symmetric Heckman models and their characterization (Q2101460) (← links)
- A bivariate extension of the omega distribution for two-dimensional proportional data (Q2105735) (← links)
- On a bivariate copula for modeling negative dependence: application to New York air quality data (Q2111327) (← links)
- Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes (Q2140857) (← links)
- New bivariate and multivariate log-normal distributions as models for insurance data (Q2143523) (← links)
- Discrete analogues of continuous bivariate probability distributions (Q2150786) (← links)
- A new bivariate distribution with Rayleigh and Lindley distributions as marginals (Q2176436) (← links)
- On the identification of joint distributions using marginals and aggregates (Q2208860) (← links)
- Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation (Q2223152) (← links)
- The \((n-k+1)\)-out-of-\(n\) concomitant system having \(m\) subcomponents and its reliability (Q2223786) (← links)
- Approximating a class of goodness-of-fit test statistics (Q2229861) (← links)
- Multivariate inverse Gaussian and skew-normal densities (Q2231034) (← links)
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
- On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process (Q2257024) (← links)
- Efficient simulation of complete and censored samples from common bivariate exponential distributions (Q2259331) (← links)
- Multivariate extension of modified Sarhan-Balakrishnan bivariate distribution (Q2276172) (← links)
- Comonotonic global spectral models of gas radiation in non-uniform media based on arbitrary probability measures (Q2294215) (← links)
- Multivariate reliability modelling based on dependent dynamic shock models (Q2294755) (← links)
- The bivariate lack-of-memory distributions (Q2300080) (← links)
- Stress-strength reliability estimation under the standard two-sided power distribution (Q2307059) (← links)
- On a muted family of bivariate distributions (Q2307236) (← links)
- Analytic expressions for multivariate Lorenz surfaces (Q2316970) (← links)
- Univariate and bivariate geometric discrete generalized exponential distributions (Q2321827) (← links)
- On the Ristic-Balakrishnan distribution: bivariate extension and characterizations (Q2321999) (← links)
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management (Q2323201) (← links)
- A family of transformed copulas with a singular component (Q2328788) (← links)
- Some properties of conditional partial moments in the context of stochastic modelling (Q2338228) (← links)
- Logistic vector random fields with logistic direct and cross covariances (Q2344397) (← links)
- A note on compound renewal risk models with dependence (Q2345669) (← links)
- On an interaction function for copulas (Q2350043) (← links)
- A bivariate Gompertz-Makeham life distribution (Q2350061) (← links)
- On a new absolutely continuous bivariate generalized exponential distribution (Q2353368) (← links)
- A comprehensive extension of the FGM copula (Q2359162) (← links)
- Coupling Poisson processes by self-decomposability (Q2363006) (← links)
- A copula-based approach to account for dependence in stress-strength models (Q2392696) (← links)