A continuous general multivariate distribution and its properties
From MaRDI portal
Cites work
Cited in
(78)- Fitting bivariate cumulative returns with copulas
- Discrete bivariate distributions generated by copulas: DBEEW distribution
- A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances
- Measuring risk contagion in financial networks with CoVaR
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
- A new class of symmetric bivariate copulas
- A method of moments to estimate bivariate survival functions: the copula approach
- Extremal behavior of diagonal and Bertino copulas
- Aspects of dependence in Cuadras-Auge family
- Characterizations of bivariate conic, extreme value, and Archimax copulas
- Directional dependence in multivariate distributions
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
- Nonparametric Identification of Copula Structures
- Best-possible bounds on the sets of copulas and quasi-copulas with given curvilinear sections
- Semilinear copulas
- A generalization of the Archimedean class of bivariate copulas
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- Inference properties of a one-parameter curved exponential family of distributions with given marginals
- Bivariate exponentiated half logistic distribution: Properties and application
- Contributions to the diagonal expansion of a bivariate copula with continuous extensions
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- Correlation structure of the Marshall-Olkin bivariate exponential distribution
- A compendium of copulas
- An extension of Osuna's model for stress caused by waiting
- Shock models with dependence and asymmetric linkages
- A TRACTABLE MULTIVARIATE DEFAULT MODEL BASED ON A STOCHASTIC TIME-CHANGE
- Lévy-frailty copulas
- Subordinators which are infinitely divisible w.r.t. time: construction, properties, and simulation of max-stable sequences and infinitely divisible laws
- New results on perturbation-based copulas
- scientific article; zbMATH DE number 6152611 (Why is no real title available?)
- Expressions for Rényi and Shannon entropies for bivariate distributions
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models
- Understanding directional dependence through angular correlation
- On the covariance between functions
- Supermigrative copulas and positive dependence
- Multivariate hierarchical copulas with shocks
- BIVARIATE MARSHALL–OLKIN EXPONENTIAL SHOCK MODEL
- Bivariate copulas generated by perturbations
- A new family of copulas based on probability generating functions
- Independence results for multivariate tail dependence coefficients
- Evolution of the dependence of residual lifetimes
- Further results for a general family of bivariate copulas
- Random sums of random variables and vectors: including infinite means and unequal length sums
- A new family of symmetric bivariate copulas
- Extreme-value copulas associated with the expected scaled maximum of independent random variables
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
- On homogeneous, quasi-homogeneous and pseudo-homogeneous overlap and grouping functions
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- On a family of multivariate copulas for aggregation processes
- Multivariate maximum entropy identification, transformation, and dependence
- On blest's measure of rank correlation
- A family of transformed copulas with a singular component
- \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe
- Constructing copula functions with weighted geometric means
- Extreme generators of shock induced copulas
- A flexible and tractable class of one-factor copulas
- Two generalized bivariate FGM distributions and rank reduction
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time
- Decomposition and graphical correspondence analysis of checkerboard copulas
- A comprehensive extension of the FGM copula
- A short history of statistical association: from correlation to correspondence analysis to copulas
- Reparameterizing Marshall–Olkin copulas with applications to sampling
- Correspondence analysis and diagonal expansions in terms of distribution functions
- Generalized logistic models and its orthant tail dependence
- Some multivariate imprecise shock model copulas
- Copulas based on Marshall-Olkin machinery
- Invariant dependence structure under univariate truncation
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals
- Moment-based estimation of extendible Marshall-Olkin copulas
- New constructions of diagonal patchwork copulas
- Probability distributions with given multivariate marginals and given dependence structure
- Shock models with recovery option via the maxmin copulas
- Dependence properties of multivariate distributions with proportional hazard rate marginals
- On a generalization of Archimedean copula family
- Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals
- Curvilinear patchwork constructions of (quasi-)copulas with given curvilinear sections
- A new extension of bivariate FGM copulas
- On a multivariate generalization of the covariance
This page was built for publication: A continuous general multivariate distribution and its properties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3906245)