Bivariate Distributions With Nonmonotone Dependence Structure

DOI10.2307/2290729MaRDI QIDQ4694202zbMATH OpenOpenAlexFDO

Authors Marco Scarsini, Achilles Venetoulias

Publication date 20 September 1993

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2290729

zbMATH Keywords

copula of distribution functionscopula of probability measures on product spacesFairly-Gumbel-Morgensternfixed marginalsnonmonotone dependence orderingparametric families of bivariate distributionsstructures of nonmonotone dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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(14)

• Quantile curves and dependence structure for bivariate distributions
• Simulation input data modeling
• The structure of some classes of bivariate distributions and some applications
• Dependence structure of some bivariate distributions
• Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals
• scientific article; zbMATH DE number 5281646 (Why is no real title available?)
• Frank's family of bivariate distributions
• Survival of related individuals: An extension of some fundamental results of heterogeneity analysis
• scientific article; zbMATH DE number 1163774 (Why is no real title available?)
• Bivariate Contours of Copula
• A copula-based non-parametric measure of regression dependence
• On local moments
• Copulas to model non-monotonic dependency: an application on the relationship between temperature and mortality
• Construction of non-exchangeable bivariate distribution functions

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