Continuous Bivariate Distributions

DOI10.1007/B101765zbMATH Open1267.62028OpenAlexW4214752017MaRDI QIDQ3598196FDOQ3598196

Authors: Chin-Diew Lai, Narayanaswamy Balakrishnan 

Publication date: 2 February 2009

Full work available at URL: https://doi.org/10.1007/b101765

Recommendations

• An introduction to copulas.
• Copulas: concepts and novel applications
• scientific article; zbMATH DE number 410316
• scientific article; zbMATH DE number 1484400
• Alternative approaches to conditional specification of bivariate distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Cited In (only showing first 100 items - show all)

• On Weibull-Burr impounded bivariate distribution
• An identity for two integral transforms applied to the uniqueness of a distribution via its Laplace-Stieltjes transform
• A bivariate Pareto model
• Testing for a class of bivariate exponential distributions
• A new extension of the FGM copula for negative association
• On a class of generalized Marshall-Olkin bivariate distributions and some reliability characteristics
• A bimatrix variate gamma distribution
• On a new absolutely continuous bivariate generalized exponential distribution
• Multivariate adaptive warped kernel estimation
• The bivariate lack-of-memory distributions
• A bivariate Birnbaum-Saunders regression model
• Multivariate and matrix-variate analogues of Maxwell-Boltzmann and Raleigh densities
• A weak version of bivariate lack of memory property
• The bivariate sinh-elliptical distribution with applications to Birnbaum-Saunders distribution and associated regression and measurement error models
• Correlation structure of the Marshall-Olkin bivariate exponential distribution
• On an interaction function for copulas
• A compendium of copulas
• A phase-field model of fracture with frictionless contact and random fracture properties: application to thin-film fracture and soil desiccation
• Some Bimatrix Beta Distributions
• On a muted family of bivariate distributions
• Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components
• Stress-strength reliability estimation under the standard two-sided power distribution
• Univariate and bivariate geometric discrete generalized exponential distributions
• Estimation of parameters in a bivariate generalized exponential distribution based on type-II censored samples
• Assessing partial association between ordinal variables: quantification, visualization, and hypothesis testing
• Flexible univariate continuous distributions
• A class of bivariate regression models for discrete and/or continuous responses
• Characterization of symmetric distributions based on concomitants of ordered variables from FGMs family of bivariate distributions
• New families of bivariate copulas via unit Weibull distortion
• Bimatrix variate gamma-beta distributions
• On the Ristic-Balakrishnan distribution: bivariate extension and characterizations
• A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density
• Sums of totally positive functions of order 2 and applications
• A robust multivariate Birnbaum-Saunders regression model
• Bivariate general random threshold models and exceedance statistics
• A family of transformed copulas with a singular component
• A density based empirical likelihood approach for testing bivariate normality
• On the bivariate Kummer-beta type IV distribution
• Bayesian inference for a flexible class of bivariate beta distributions
• Cauchy cluster process
• On relative skewness for multivariate distributions
• Multivariate Birnbaum-Saunders distribution based on a skewed distribution and associated EM-estimation
• On Two General Classes of Discrete Bivariate Distributions
• Quantile-based estimative VaR forecast and dependence measure: a simulation approach
• A new general class of discrete bivariate distributions constructed by using the likelihood ratio
• A bivariate conditional Weibull distribution with application
• Bayes estimation for the Block and Basu bivariate and multivariate Weibull distributions
• Construction of two new general classes of bivariate distributions based on stochastic orders
• On concomitants of ordered random variables under general forms of Morgenstern family
• Modeling dependencies in bivariate distributions
• Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios
• Characterizations of a family of bivariate Pareto distributions
• A generalized multivariate beta distribution: control charting when the measurements are from an exponential distribution
• Nonparametric test for the homogeneity of the overall variability
• A Bivariate Generalization of Gamma Distribution
• Analogues of reliability analysis for matrix-variate cases
• Asymptotic behavior of product of two heavy-tailed dependent random variables
• Penalized maximum likelihood estimation in the modified extended Weibull distribution
• Multivariate inverse Gaussian and skew-normal densities
• Bivariate generalized gamma distributions of Kibble's type
• A note on compound renewal risk models with dependence
• Bayesian inference on \(P(X > Y)\) in bivariate Rayleigh model
• Measuring the tail risk: an asymptotic approach
• On Marshall-Olkin type distribution with effect of shock magnitude
• Bimatrix variate Kummer-gamma distribution
• On simulations from the two-parameter Poisson-Dirichlet process and the normalized inverse-Gaussian process
• Bivariate extension of generalized cumulative past entropy
• On the reliability for some bivariate dependent beta and Kumaraswamy distributions: a brief survey
• Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
• A simple method for obtaining the maximal correlation coefficient and related characterizations
• A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference
• Extended Marshall-Olkin model and its dual version
• An adaptive dynamical model of default contagion
• Reliability properties of generalized mixtures of Weibull distributions with a common shape parameter
• Multivariate generalized Marshall-Olkin distributions and copulas
• On the distribution of quotient of random variables conditioned to the positive quadrant
• Copula density estimation by total variation penalized likelihood with linear equality constraints
• Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
• Title not available (Why is that?)
• On construction of general classes of bivariate distributions
• Geometric visualization of parallel bivariate Pareto distribution surfaces
• The maximum distribution of Kibble's bivariate gamma random vector
• Asymptotic expansions for bivariate normal extremes
• Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
• Fisher information in censored samples from Downton's bivariate exponential distribution
• When can expected utility handle first-order risk aversion?
• A note on discounted compound renewal sums under dependency
• AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS
• A class of models for uncorrelated random variables
• A class of absolutely continuous bivariate distributions
• On the identification of joint distributions using marginals and aggregates
• Approximating a class of goodness-of-fit test statistics
• Baker-Lin-Huang type bivariate distributions based on order statistics
• Distributions in a class of Poissonized urns with an application to Apollonian networks
• A complete characterization of bivariate densities using the conditional percentile function
• Reliability estimation of multicomponent stress-strength model based on copula function under progressively hybrid censoring
• Efficient simulation of complete and censored samples from common bivariate exponential distributions
• Mean time to failure of systems with dependent components
• On some study of skew-\(t\) distributions
• A copula-based approach to account for dependence in stress-strength models

This page was built for publication: Continuous Bivariate Distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3598196)