A note on the Sarmanov bivariate distributions

DOI10.1016/j.amc.2011.01.087zbMath1226.62054MaRDI QIDQ648233

Gwo Dong Lin, Jin-Sheng Huang

Publication date: 22 November 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.01.087

zbMATH Keywords

characterization; maximum correlation; FGM distribution; chi-square divergence

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

Recent developments on the construction of bivariate distributions with fixed marginals, Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns, A note on generalized Farlie-Gumbel-Morgenstern copulas

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