Dependence Information in Parameterized Copulas

DOI10.1080/03610919008812920zbMath0850.62409OpenAlexW2121540588MaRDI QIDQ4019135

Engin A. Sungur

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812920

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (5)

Diagonal copulas of archimedean class ⋮ Diagonal copulas of archimedean class ⋮ Joint survival probability via truncated invariant copula ⋮ Understanding Relationships Using Copulas ⋮ SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS

Cites Work

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• Bivariate extreme statistics. I
• On nonparametric measures of dependence for random variables
• Tables for Computing Bivariate Normal Probabilities
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Discrete bivariate distributions with given marginals and correlation
• Some bivariate uniform distributions
• Uniform representations of bivariate distributions
• Properties of a one-parameter family of bivariate distributions with specified marginals

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