A class of bivariate distributions including the bivariate logistic
From MaRDI portal
(Redirected from Publication:1249905)
Cites work
- scientific article; zbMATH DE number 3117929 (Why is no real title available?)
- scientific article; zbMATH DE number 3138540 (Why is no real title available?)
- scientific article; zbMATH DE number 3165857 (Why is no real title available?)
- scientific article; zbMATH DE number 3318338 (Why is no real title available?)
- A Multivariate Exponential Distribution
- Bivariate Logistic Distributions
- Bivariate extreme statistics. I
- Families of positively dependent random variables
- Multivariate logistic distributions
- On some generalized farlie-gumbel-morgenstern distributions
- Relationships Among Some Concepts of Bivariate Dependence
- Some Concepts of Dependence
- The performance of some correlation coefficients for a general bivariate distribution
Cited in
(66)- Bivariate distributions with second kind beta conditionals
- Constructing copulas by means of pairs of order statistics
- A new class of symmetric distributions including the elliptically symmetric logistic
- A characterization of Gumbel's family of extreme value distributions
- Creation of new univariate distributions: a novel reduction method from a bivariate distribution family
- The Shape of Neural Dependence
- Characterizations of bivariate conic, extreme value, and Archimax copulas
- Copula analysis of mixture models
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
- The topological structures of the spaces of copulas and subcopulas
- Nonparametric Identification of Copula Structures
- Dynamic dependence ordering for Archimedean copulas and distorted copulas
- Simulataneous specicication test in a binary logit
- Contributions to the diagonal expansion of a bivariate copula with continuous extensions
- Flexible binomial AR(1) processes using copulas
- A compendium of copulas
- Generation of Continuous Multivariate Distributions for Statistical Applications
- The dominance relation in some families of continuous Archimedean t-norms and copulas
- Generalized exponential geometric extreme distribution
- Revisiting the product of random variables
- Bivariate odds ratio and association measures
- Blind separation of instantaneous mixtures of independent/dependent sources
- Flexible use of copula‐type model for dose‐finding in drug combination clinical trials
- Archimax copulas and invariance under transformations
- Bivariate distributions with given extreme value attractor
- Locally most powerful rank tests of independence for copula models
- Positive dependence orderings
- Further results for a general family of bivariate copulas
- Developing a Wide Easy-to-Generate Class of Bivariate Copulas
- Quasi conjunction, quasi disjunction, t-norms and t-conorms: probabilistic aspects
- Random sums of random variables and vectors: including infinite means and unequal length sums
- Accelerated life regression modelling of dependent bivariate time-to-event data
- Robust approach for blind separation of noisy mixtures of independent and dependent sources
- A Test of Independence Based on the Likelihood of Cut-Points
- A spatially-weighted AMH copula-based dissimilarity measure for clustering variables: an application to urban thermal efficiency
- A bivariate logistic regression model based on latent variables
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- A note on allocation of portfolio shares of random assets with Archimedean copula
- On blest's measure of rank correlation
- Estimation of bivariate probability distributions of nanoparticle characteristics, based on univariate measurements
- On the multivariate probability integral transformation
- Two generalized bivariate FGM distributions and rank reduction
- Effects of covariates on alternating recurrent events in accelerated failure time models
- Simulation input data modeling
- On a general class of gamma based copulas
- On structural properties of an asymmetric copula family and its statistical implication
- Local dependence functions for some families of bivariate distributions and total positivity
- A new class of multivariate elliptically contoured distributions with inconsistency property
- A family of bivariate distributions with non-elliptical contours
- A blind Poisson-Gaussian noise separation using learning copula densities
- Transformations of copulas.
- Diverse copulas through Durante's method. Exploring parametric functions
- Triangular norms. Position paper II: General constructions and parameterized families
- Bivariate Contours of Copula
- On local dependence and stochastic inequalities with applications to contingency tables
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
- A condition for the identification of multivariate models with binary instruments
- A new flexible three-parameter compound Chen distribution: properties, copula and modeling relief times and minimum flow data
- A novel Lomax extension with statistical properties, copulas, different estimation methods and applications
- A new family of Archimedean copulas: the truncated-Poisson family of copulas
- Factors affecting economic output in developed countries: a copula approach to sample selection with panel data
- Stein's density method for multivariate continuous distributions
- A quantile-copula approach to conditional density estimation
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Regression Modeling of Semicompeting Risks Data
This page was built for publication: A class of bivariate distributions including the bivariate logistic
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1249905)