A continuous general multivariate distribution and its properties
From MaRDI portal
Publication:3906245
DOI10.1080/03610928108828042zbMath0456.62013OpenAlexW2055065220MaRDI QIDQ3906245
Publication date: 1981
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928108828042
Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)
Related Items
A comprehensive extension of the FGM copula, Characterizations of bivariate conic, extreme value, and Archimax copulas, Invariant dependence structure under univariate truncation, Semilinear copulas, Supermigrative copulas and positive dependence, A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models, BIVARIATE MARSHALL–OLKIN EXPONENTIAL SHOCK MODEL, Constructing copula functions with weighted geometric means, A new class of symmetric bivariate copulas, Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws, A flexible and tractable class of one-factor copulas, Inference properties of a one-parameter curved exponential family of distributions with given marginals, Shock models with dependence and asymmetric linkages, Two generalized bivariate FGM distributions and rank reduction, Bivariate exponentiated half logistic distribution: Properties and application, A new family of symmetric bivariate copulas, Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals, A TRACTABLE MULTIVARIATE DEFAULT MODEL BASED ON A STOCHASTIC TIME-CHANGE, Nonparametric Identification of Copula Structures, On a generalization of Archimedean copula family, Multivariate hierarchical copulas with shocks, Extreme generators of shock induced copulas, Best-possible bounds on the sets of copulas and quasi-copulas with given curvilinear sections, Some multivariate imprecise shock model copulas, Comparison, utility, and partition of dependence under absolutely continuous and singular distributions, Moment-based estimation of extendible Marshall-Olkin copulas, \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe, Directional dependence in multivariate distributions, Shock models with recovery option via the maxmin copulas, Independence results for multivariate tail dependence coefficients, Bivariate copulas generated by perturbations, Multivariate maximum entropy identification, transformation, and dependence, Extremal behavior of diagonal and Bertino copulas, Correlation structure of the Marshall-Olkin bivariate exponential distribution, Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time, A generalization of the Archimedean class of bivariate copulas, On a family of multivariate copulas for aggregation processes, Dependence properties of multivariate distributions with proportional hazard rate marginals, Extreme-value copulas associated with the expected scaled maximum of independent random variables, Fitting bivariate cumulative returns with copulas, On the construction of multivariate distributions with given nonoverlapping multivariate marginals, Understanding Directional Dependence Through Angular Correlation, Expressions for Rényi and Shannon entropies for bivariate distributions, Dependence properties and Bayesian inference for asymmetric multivariate copulas, Aspects of Dependence in Cuadras–Auge Family, Generalized Logistic Models and its orthant tail dependence, Weighted least-squares inference for multivariate copulas based on dependence coefficients, Further Results for a General Family of Bivariate Copulas, Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions, New constructions of diagonal patchwork copulas, Reparameterizing Marshall–Olkin copulas with applications to sampling, Evolution of the Dependence of Residual Lifetimes, A method of moments to estimate bivariate survival functions: the copula approach, Probability distributions with given multivariate marginals and given dependence structure, A new extension of bivariate FGM copulas, Random sums of random variables and vectors: including infinite means and unequal length sums, On a multivariate generalization of the covariance, Lévy-frailty copulas, On blest's measure of rank correlation, A short history of statistical association: from correlation to correspondence analysis to copulas, A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances, New results on perturbation-based copulas, A Compendium of Copulas, Discrete bivariate distributions generated by copulas: DBEEW distribution, A family of transformed copulas with a singular component, On homogeneous, quasi-homogeneous and pseudo-homogeneous overlap and grouping functions, Spearman's ρ is larger than kendall's τ for positively dependent random variables, An extension of Osuna's model for stress caused by waiting, Correspondence analysis and diagonal expansions in terms of distribution functions, Contributions to the diagonal expansion of a bivariate copula with continuous extensions, Unnamed Item, On the covariance between functions, Copulas Based on Marshall–Olkin Machinery
Cites Work
