Pages that link to "Item:Q4110441"
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The following pages link to On some generalized farlie-gumbel-morgenstern distributions (Q4110441):
Displayed 47 items.
- Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model (Q537390) (← links)
- The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences (Q555018) (← links)
- Multivariate copulas with quadratic sections in one variable (Q601765) (← links)
- The generalized FGM distribution and its application to stereology of extremes. (Q622872) (← links)
- A note on the Sarmanov bivariate distributions (Q648233) (← links)
- Concomitants of generalized order statistics from Farlie-Gumbel-Morgenstern distributions (Q713804) (← links)
- Log linear models for multivariate paired comparison experiments with ties (Q789850) (← links)
- Constructing copula functions with weighted geometric means (Q840726) (← links)
- A note on the maximum correlation for Baker's bivariate distributions with fixed marginals (Q990905) (← links)
- Using copulas to model repeat purchase behaviour - an exploratory analysis via a case study (Q1044124) (← links)
- Models for multivariate paired comparison experiments with ties (Q1050730) (← links)
- Construction of multivariate distributions with given marginals (Q1062711) (← links)
- Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution (Q1096273) (← links)
- Some new approaches to multivariate probability distributions (Q1096284) (← links)
- Conditionally ordered distributions (Q1105945) (← links)
- Multivariate new better than used in expectation distributions (Q1110953) (← links)
- Extreme sample censoring problems with multivariate data: Indirect censoring and the Farlie-Gumbel-Morgenstern distribution (Q1147465) (← links)
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals (Q1202306) (← links)
- Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions (Q1246217) (← links)
- Some properties of bivariate Gumbel type a distributions with proportional hazard rates (Q1247700) (← links)
- A class of bivariate distributions including the bivariate logistic (Q1249905) (← links)
- Probability distributions with given multivariate marginals and given dependence structure (Q1261299) (← links)
- Extreme values in FGM random sequences (Q1283921) (← links)
- Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes (Q1365191) (← links)
- A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test. (Q1575995) (← links)
- A class of symmetric bivariate uniform distributions (Q1805532) (← links)
- Characterization of conditional covariance and unified theory in the problem of ordering random variables (Q1823585) (← links)
- On the recovery of joint distributions from limited information (Q1858943) (← links)
- A characterization of joint distribution of two-valued random variables and its applications (Q1861394) (← links)
- Test of independence for generalized Farlie-Gumbel-Morgenstern distributions (Q2475401) (← links)
- Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach (Q2507951) (← links)
- Information Properties for Concomitants of Order Statistics in Farlie–Gumbel–Morgenstern (FGM) Family (Q2920014) (← links)
- On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions (Q3155311) (← links)
- COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950) (← links)
- Dependent Relevations: Time-to-Failure Under Dependence (Q3323087) (← links)
- The <i>F</i>-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variables (Q3358068) (← links)
- A versatile bivariate distribution on a bounded domain: Another look at the product moment correlation (Q3591774) (← links)
- A continuous general multivariate distribution and its properties (Q3906245) (← links)
- On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations (Q4160253) (← links)
- Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations (Q4237871) (← links)
- Consequences of departure from independence in two component systems when component life times depend through fgm model (Q4275855) (← links)
- Properties and applications of the sarmanov family of bivariate distributions (Q4337186) (← links)
- SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS (Q4449070) (← links)
- New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics (Q4540882) (← links)
- Robustness of Estimation in the Uniform Distribution Under Dependencies in a Sample (Q4707030) (← links)
- Sensitivity to prior independence via farlie-gumbel-morgenstern model (Q4843868) (← links)
- Asymptotic results for FGM random sequences (Q5953885) (← links)