Recent developments on the construction of bivariate distributions with fixed marginals

DOI10.1186/2195-5832-1-14zbMATH Open1351.62118OpenAlexW2142155602WikidataQ59322880 ScholiaQ59322880MaRDI QIDQ345671FDOQ345671

Authors Gwo Dong Lin, Xiaoling Dou, Satoshi Kuriki, J. S. Huang

Publication date 2 December 2016

Published in Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/2195-5832-1-14

zbMATH Keywords

Kendall's tauweak convergenceSpearman's rhoBaker's distributionBayramoglu's distributionbivariate order statisticsChebyshev's inequality for integralsEuler-MaclaurinFGM distributionHoeffding's identity for covariancePearson's correlationSarmanov and Lee's distributionsummation formulaFréchet-Hoeffding bounds

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

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Cites work

• A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
• A generalization of Hoeffding's lemma, and a new class of covariance inequalities
• A generalization of an identity of hoeffding and some applications
• A note on the Sarmanov bivariate distributions
• A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
• An order-statistics-based method for constructing multivariate distributions with fixed margin\-als
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Dependence structures and asymptotic properties of Baker's distributions with fixed marginals
• Fatou's lemma and Lebesgue's convergence theorem for measures
• Maximum correlation for the generalized Sarmanov bivariate distributions
• Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
• Multivariate Poisson-beta distributions with applications
• On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
• On the Quantum Correction For Thermodynamic Equilibrium
• On the covariance between functions
• Probability distributions with given multivariate marginals and given dependence structure
• Properties and applications of the sarmanov family of bivariate distributions
• Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution
• Some Concepts of Dependence
• Some general results for moments in bivariate distributions
• The performance of some correlation coefficients for a general bivariate distribution

Cited in

(10)

• A Family of Bivariate Densities Constructed from Marginals
• On a construction of multivariate distributions given some multidimensional marginals
• SUPERPOSITIONED STATIONARY COUNT TIME SERIES
• A review on concomitants of order statistics and its application in parameter estimation under ranked set sampling
• Correlation structure of the Marshall-Olkin bivariate exponential distribution
• Combining chains of Bayesian models with Markov melding
• Dependence properties of B-spline copulas
• Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation
• The bivariate lack-of-memory distributions
• Soft-clipping INGARCH models for time series of bounded counts

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