The following pages link to (Q4493303):
Displaying 50 items.
- Generalized covariance inequalities (Q539199) (← links)
- Equilibrium preference free pricing of derivatives under the generalized beta distributions (Q541594) (← links)
- On optimal allocation of redundant components for series and parallel systems of two dependent components (Q546094) (← links)
- Bayesian MAP model selection of chain event graphs (Q548650) (← links)
- On \(d\)-orthogonality of the Sheffer systems associated to a convolution semigroup (Q557717) (← links)
- Efficiency of test for independence after Box--Cox transformation (Q558061) (← links)
- Multivariate copulas with quadratic sections in one variable (Q601765) (← links)
- On a multivariate log-gamma distribution and the use of the distribution in the Bayesian analysis (Q619777) (← links)
- Generalized Laguerre expansions of multivariate probability densities with moments (Q623152) (← links)
- Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (Q631479) (← links)
- The bivariate noncentral chi-square distribution -- a compound distribution approach (Q632852) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Generalized Marshall-Olkin distributions and related bivariate aging properties (Q634555) (← links)
- A test of concordance based on Gini's mean difference (Q635890) (← links)
- Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions (Q643301) (← links)
- Representation of Downton's bivariate exponential random vector and its applications (Q645410) (← links)
- The tail probability of the product of dependent random variables from max-domains of attraction (Q645443) (← links)
- Asymptotics of joint maxima for discontinuous random variables (Q650682) (← links)
- A variance formula related to a quantum conductance problem (Q653166) (← links)
- The flexibility of models of recognition memory: an analysis by the minimum-description length principle (Q654392) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables (Q692452) (← links)
- The encounter of interval and probabilistic approaches to structural reliability at the design point (Q695876) (← links)
- Comparisons of concordance in additive models (Q712552) (← links)
- Estimations of the parameter of a Dirichlet distribution using residual allocation model representations and sampling properties (Q713640) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Distribution-free comparisons of residual lifetimes of coherent systems based on copula properties (Q725694) (← links)
- Distance correlation coefficients for Lancaster distributions (Q730422) (← links)
- Semiparametric predictive mean matching (Q734446) (← links)
- Root \(n\) estimates of vectors of integrated density partial derivative functionals (Q741153) (← links)
- Transfer entropy for coupled autoregressive processes (Q742673) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- A bivariate conditional Weibull distribution with application (Q780595) (← links)
- Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645) (← links)
- Improved estimators of the entropy in scale mixture of exponential distributions (Q783276) (← links)
- Products, and ratios for a bivariate gamma distribution (Q814751) (← links)
- Sums, products, and ratios for the bivariate Gumbel distribution (Q815361) (← links)
- Risk capital decomposition for a multivariate dependent gamma portfolio (Q817298) (← links)
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- Discrete analogues of continuous multivariate probability distributions (Q827105) (← links)
- Constructing copula functions with weighted geometric means (Q840726) (← links)
- Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions (Q840734) (← links)
- Moments of the product and ratio of two correlated chi-square variables (Q840986) (← links)
- A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties (Q847405) (← links)
- Exact and approximate distributions for the product of inverted Dirichlet components (Q849879) (← links)
- A characterization of Poisson-Gaussian families by generalized variance (Q850750) (← links)
- Optimizing an objective function under a bivariate probability model (Q858457) (← links)
- Concomitants of record values arising from Morgenstern type bivariate logistic distributions and some of their applications in parameter estimation (Q862359) (← links)
