A class of bivariate distributions including the bivariate logistic

DOI10.1016/0047-259X(78)90063-5zbMATH Open0387.62019OpenAlexW2061984794MaRDI QIDQ1249905FDOQ1249905

Authors: K. Appert 

Publication date: 1978

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(78)90063-5

Mathematics Subject Classification ID

Statistical distribution theory (62E99)

Cites Work

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• Families of positively dependent random variables
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• Multivariate logistic distributions
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Cited In (66)

• Bivariate distributions with second kind beta conditionals
• Constructing copulas by means of pairs of order statistics
• The Shape of Neural Dependence
• A characterization of Gumbel's family of extreme value distributions
• Characterizations of bivariate conic, extreme value, and Archimax copulas
• Copula analysis of mixture models
• 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
• Revisiting the product of random variables
• Generalized exponential geometric extreme distribution
• Blind separation of instantaneous mixtures of independent/dependent sources
• Bivariate odds ratio and association measures
• Locally most powerful rank tests of independence for copula models
• Archimax copulas and invariance under transformations
• Bivariate distributions with given extreme value attractor
• Positive dependence orderings
• Developing a Wide Easy-to-Generate Class of Bivariate Copulas
• Accelerated life regression modelling of dependent bivariate time-to-event data
• Further results for a general family of bivariate copulas
• Quasi conjunction, quasi disjunction, t-norms and t-conorms: probabilistic aspects
• Robust approach for blind separation of noisy mixtures of independent and dependent sources
• Random sums of random variables and vectors: including infinite means and unequal length sums
• A Test of Independence Based on the Likelihood of Cut-Points
• 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
• Simulation input data modeling
• On structural properties of an asymmetric copula family and its statistical implication
• On a general class of gamma based copulas
• Local dependence functions for some families of bivariate distributions and total positivity
• A family of bivariate distributions with non-elliptical contours
• A new class of multivariate elliptically contoured distributions with inconsistency property
• Transformations of copulas.
• Bivariate Contours of Copula
• Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
• Triangular norms. Position paper II: General constructions and parameterized families
• On local dependence and stochastic inequalities with applications to contingency tables
• Stein's density method for multivariate continuous distributions
• 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
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• A quantile-copula approach to conditional density estimation
• Regression Modeling of Semicompeting Risks Data
• A new class of symmetric distributions including the elliptically symmetric logistic
• Creation of new univariate distributions: a novel reduction method from a bivariate distribution family
• Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
• The topological structures of the spaces of copulas and subcopulas
• Flexible use of copula‐type model for dose‐finding in drug combination clinical trials
• 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
• Effects of covariates on alternating recurrent events in accelerated failure time models
• A blind Poisson-Gaussian noise separation using learning copula densities
• Diverse copulas through Durante's method. Exploring parametric functions
• A condition for the identification of multivariate models with binary instruments

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