Dependence Information in Parameterized Copulas

DOI10.1080/03610919008812920MaRDI QIDQ4019135zbMATH OpenOpenAlexFDO

Authors Engin A. Sungur

Publication date 16 January 1993

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919008812920

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Multivariate analysis (62H99)

Cites work

• Bivariate extreme statistics. I
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Discrete bivariate distributions with given marginals and correlation
• scientific article; zbMATH DE number 418884 (Why is no real title available?)
• scientific article; zbMATH DE number 3870293 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• On nonparametric measures of dependence for random variables
• Properties of a one-parameter family of bivariate distributions with specified marginals
• Some bivariate uniform distributions
• Tables for Computing Bivariate Normal Probabilities
• Uniform representations of bivariate distributions

Cited in

(5)

• Diagonal copulas of archimedean class
• Diagonal copulas of archimedean class
• SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS
• Joint survival probability via truncated invariant copula
• Understanding Relationships Using Copulas

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