scientific article; zbMATH DE number 16828
From MaRDI portal
Publication:3973518
zbMATH Open0744.60037MaRDI QIDQ3973518FDOQ3973518
Authors: Stamatis Cambanis
Publication date: 26 June 1992
Title of this publication is not available (Why is that?)
Recommendations
- Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
- Reliability characteristics of Farlie-Gumbel-Morgenstern family of bivariate distributions
- Extreme values in FGM random sequences
- Copulas and Markov processes
- Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution
Cited In (15)
- On the convergence rates of kernel estimator and hazard estimator for widely dependent samples
- A unified approach to constructing correlation coefficients between random variables
- New results on perturbation-based copulas
- Perron–Frobenius theory for kernels and Crump–Mode–Jagers processes with macro-individuals
- On the Chung-Diaconis-Graham random process
- Parameterized transformations and truncation: when is the result a copula?
- The impact on the properties of the EFGM copulas when extending this family
- Asymptotic results for FGM random sequences
- Dynamics of G-processes
- On the proper bounds of the Gini correlation
- A new measure of association between random variables
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities
- A characterization of joint distribution of two-valued random variables and its applications
- Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
- Extreme values in FGM random sequences
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3973518)