scientific article

Publication date: 18 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to statistics (62-00)

Related Items (91)

Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications ⋮ Bounds on the Bivariate Normal Distribution Function ⋮ Review of delay-time OR modelling of engineering aspects of maintenance ⋮ Estimation of copula-based semiparametric time series models ⋮ On univariate and bivariate generalized gamma convolutions ⋮ Construction of non-exchangeable bivariate distribution functions ⋮ New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics ⋮ A COPULA-BASED CORRELATION MEASURE AND ITS APPLICATION IN CHINESE STOCK MARKET ⋮ Neighbourhoods of independence and associated geometry in manifolds of bivariate Gaussian and Freund distributions ⋮ Multitude of multivariatet-distributions ⋮ Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization ⋮ A new extension of the FGM copula for negative association ⋮ Unnamed Item ⋮ Modeling binary responses with stochastic covariates ⋮ Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks ⋮ Constant local dependence ⋮ Characterizations of Archimedean n-copulas ⋮ A unified approach to constructing correlation coefficients between random variables ⋮ Computation and estimation of reliability for some bivariate copulas with Pareto marginals ⋮ Extended lasso-type MARS (LMARS) model in the description of biological network ⋮ Regression mean residual life of a parallel system of dependent components ⋮ Dependence structure and test of independence for some well-known bivariate distributions ⋮ Semi-parametric multivariate modelling when the marginals are the same ⋮ Design of experiments for bivariate binary responses modelled by copula functions ⋮ Integral transformation of a copula function ⋮ A new class of bivariate copulas: dependence measures and properties ⋮ A novel positive dependence property and its impact on a popular class of concordance measures ⋮ Generalized Marshall-Olkin distributions and related bivariate aging properties ⋮ On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions ⋮ Constructing Archimedean copulas from diagonal sections ⋮ Bivariate analysis of survivorship and persistency ⋮ Compound Poisson approximations for individual models with dependent risks. ⋮ On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model ⋮ A new bivariate Archimedean copula with application to the evaluation of VaR ⋮ The cross-product ratio in bivariate lognormal and gamma distributions, with an application to non-randomized trials ⋮ Multiple linear regression model with stochastic design variables ⋮ Non-central bivariate beta distribution ⋮ Generating dependent random numbers with given correlations and margins from exponential dispersion models ⋮ Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure ⋮ Hutchinson -- Lai's conjecture for bivariate extreme value copulas. ⋮ Normal correlation coefficient of non-normal variables using piece-wise linear approximation ⋮ Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach ⋮ Multivariate maximum entropy identification, transformation, and dependence ⋮ Stochastic analysis of covariance when the error distribution is long-tailed symmetric ⋮ Ordering properties of order statistics from random variables of Archimedean copulas with applications ⋮ A new family of positive quadrant dependent bivariate distributions ⋮ On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables ⋮ A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics ⋮ Development of a canonical correlation model involving non linearity and asymmetric variables ⋮ Some properties of the bivariate Burr type III distribution ⋮ Mahalanobis distance under non-normality ⋮ Mass distributions of two-dimensional extreme-value copulas and related results ⋮ Multivariate distributions defined in terms of contours ⋮ Understanding Relationships Using Copulas ⋮ Copula conditional tail expectation for multivariate financial risks ⋮ Fitting bivariate cumulative returns with copulas ⋮ An order-statistics-based method for constructing multivariate distributions with fixed margin\-als ⋮ Estimating the error distribution in multivariate heteroscedastic time-series models ⋮ Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts* ⋮ A counterexample to a conjecture of Hutchinson and Lai ⋮ Modeling bivariate lifetimes based on expected present values of residual lives ⋮ A nonparametric estimator of the renewal function ⋮ Fisher information for downton's bivariate exponential distribution ⋮ Bivariate return periods via 2-copulas ⋮ Factor analysis for paired ranked data with application on parent-child value orientation preference data ⋮ Estimation and hypothesis testing for a nonnormal bivariate distribution with applications ⋮ Four Correlation Coefficients with a Third Blocking Variable: Their Efficacy, Relative Efficiency, and Test Statistics ⋮ Variability of total claim amounts under dependence between claims severity and number of events ⋮ Regression Analysis with a Stochastic Design Variable ⋮ Improving series and parallel systems through mixtures of duplicated dependent components ⋮ A journey beyond the Gaussian world. An interview with Harry Joe ⋮ A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas ⋮ Characterizations of Arnold and Strauss' and related bivariate exponential models ⋮ Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study ⋮ Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims ⋮ `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk ⋮ Parameter estimation for a bivariate lifetime distribution in reliability with multivariate extensions ⋮ Estimation in bivariate nonnormal distributions with stochastic variance functions ⋮ Characterizations of a family of bivariate Pareto distributions ⋮ Discrete bivariate distributions generated by copulas: DBEEW distribution ⋮ The dominance relation in some families of continuous Archimedean t-norms and copulas ⋮ Improving efficient marginal estimators in bivariate models with parametric marginals ⋮ Study of some measures of dependence between order statistics and systems ⋮ Bounds for the sum of dependent risks having overlapping marginals ⋮ Estimating the tail-dependence coefficient: properties and pitfalls ⋮ A new family of Archimedean copulas: the truncated-Poisson family of copulas ⋮ Goodness-of-Fit Tests for Multivariate Distributions ⋮ The evaluation of bivariate normal probabilities for failure of parallel systems ⋮ The nontruncated marginal of a truncated bivariate normal distribution ⋮ A bivariate \(F\) distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and \(t\) distributions ⋮ On the formulation and computer implementation of an age-dependent two- sex demographic model

This page was built for publication: