Correlation structure in Farlie-Gumbel-Morgenstern distributions
From MaRDI portal
Publication:4181105
DOI10.1093/biomet/65.3.650zbMath0397.62033OpenAlexW4367435807MaRDI QIDQ4181105
William R. Schucany, William C. Parr, John E. jun. Boyer
Publication date: 1978
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/65.3.650
RegressionDistribution-FreeConditional ExpectationsFarlie- Gumbel-Morgenstern DistributionsGrade CorrelationQuality Control ApplicationRank CorrelationScreening VariableSpecified Marginal
Related Items (58)
On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions ⋮ Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns ⋮ ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS ⋮ The Cambanis family of bivariate distributions: Properties and applications ⋮ Fisher information in record values and their concomitants about dependence and correlation parameters ⋮ COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS ⋮ Testing for Positive Quadrant Dependence ⋮ Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution ⋮ Consequences of departure from independence in two component systems when component life times depend through fgm model ⋮ The bivariate inverse gaussian distribution: an introduction ⋮ Recent developments on the construction of bivariate distributions with fixed marginals ⋮ Concomitants of record values arising from Morgenstern type bivariate logistic distributions and some of their applications in parameter estimation ⋮ EM algorithms for estimating the Bernstein copula ⋮ A note on joint mix random vectors ⋮ A bivariate meta-Gaussian density for use in hydrology ⋮ Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données ⋮ Estimation of the scale parameter of a log-logistic distribution ⋮ A bivariate geometric distribution allowing for positive or negative correlation ⋮ Interconnected pay-as-bid auctions ⋮ Information measures in records and their concomitants arising from Sarmanov family of bivariate distributions ⋮ A self-consistent estimator of marginal survival functions based on dependent competing risk data and an assumed copula ⋮ Dependence structures and asymptotic properties of Baker's distributions with fixed marginals ⋮ Maximum likelihood estimation for generalized conditionally autoregressive models of spatial data ⋮ Concomitants of \(k\)-record values arising from Morgenstern family of distributions and their applications in parameter estimation ⋮ Bayesian inference for a flexible class of bivariate beta distributions ⋮ Some results on dependent random variables and a connection with the multivariate s-increasing convex order ⋮ Properties and applications of the sarmanov family of bivariate distributions ⋮ Possibly dependent probability summation of reaction time ⋮ A note on the Sarmanov bivariate distributions ⋮ Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation ⋮ Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence ⋮ Normal approximation for strong demimartingales ⋮ A contribution to multivariate L-moments: L-comoment matrices ⋮ An order-statistics-based method for constructing multivariate distributions with fixed margin\-als ⋮ A bivariate count model with discrete Weibull margins ⋮ On the convergence of bivariate order statistics: almost sure convergence and convergence rate ⋮ Maximum correlation for the generalized Sarmanov bivariate distributions ⋮ A versatile bivariate distribution on a bounded domain: Another look at the product moment correlation ⋮ A note on the maximum correlation for Baker's bivariate distributions with fixed marginals ⋮ The F-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variables ⋮ Quantifying the risk using copulae with nonparametric marginals ⋮ Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ Robustness of Estimation in the Uniform Distribution Under Dependencies in a Sample ⋮ Random sums of random variables and vectors: including infinite means and unequal length sums ⋮ Some bivariate uniform distributions ⋮ Bayesian learning with variable prior ⋮ Test of Independence for Baker’s Bivariate Distributions ⋮ A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test. ⋮ Private and common value auctions with ambiguity over correlation ⋮ Inequalities for bivariate distribution with x ≤ y and marginals given ⋮ Estimation of a common mean vector in bivariate meta-analysis under the FGM copula ⋮ Mixture formulations of a bivariate negative binomial distribution with applications ⋮ Construction of multivariate distributions with given marginals ⋮ On the recovery of joint distributions from limited information ⋮ Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations ⋮ On a bivariate copula for modeling negative dependence: application to New York air quality data ⋮ A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
This page was built for publication: Correlation structure in Farlie-Gumbel-Morgenstern distributions
