Pages that link to "Item:Q1250655"
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The following pages link to Morgenstern's bivariate distribution and its application to point processes (Q1250655):
Displaying 12 items.
- On the independence between risk profiles in the compound collective risk actuarial model (Q449658) (← links)
- Limit theorems for Markov chains of finite rank (Q799314) (← links)
- On three and five parameter bivariate beta distributions (Q1062374) (← links)
- A multivariate Kolmogorov-Smirnov test of goodness of fit (Q1373970) (← links)
- The \((n-k+1)\)-out-of-\(n\) concomitant system having \(m\) subcomponents and its reliability (Q2223786) (← links)
- On Marshall-Olkin type distribution with effect of shock magnitude (Q2517489) (← links)
- A Monte Carlo comparison of three consistent bootstrap procedures (Q3636773) (← links)
- On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions (Q4605262) (← links)
- On Shapley Value for Measuring Importance of Dependent Inputs (Q4636414) (← links)
- Large eddy simulation of a turbulent flame using tabulated chemistry with a novel multivariate PDF (Q5031525) (← links)
- General properties and concomitants of Morgenstern bivariate gamma distribution and their applications in estimation (Q5400839) (← links)
- A Class of Goodness-of-fit Tests Based on Transformation (Q5419677) (← links)
