One-parameter families of bivariate distributions with fixed marginals

Cited In (21)

Fitting bivariate cumulative returns with copulas
Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies
Statistical inference for a certain class of bivariate distributions
A semiparametric maximum likelihood ratio test for the change point in copula models
A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
Inference properties of a one-parameter curved exponential family of distributions with given marginals
Square tray distributions
New estimates and tests of independence in some copula models
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
Some new constructions of bivariate Weibull models
Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
A semiparametric test of independence in copula models for censored data
A test of independence in some copula models
A note on characterizations of multivariate stable distributions
Simulation input data modeling
Discrete bivariate distributions with given marginals and correlation
Properties of a one-parameter family of bivariate distributions with specified marginals
Construction of multivariate distributions with given marginals
A New Test Procedure of Independence in Copula Models via χ²-Divergence
Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals
Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données

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