scientific article; zbMATH DE number 16828

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

zbMATH Keywords

stationary processesmoving average correlation structures

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

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

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