Uniform representations of bivariate distributions

DOI10.1080/03610928308827274MaRDI QIDQ4070122zbMATH OpenOpenAlexFDO

Authors George Kimeldorf, Allan R. Sampson

Publication date 1975

Published in Communications in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928308827274

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited in

(43)

• Construction of bivariate S-distributions with copulas
• A test of independence in some copula models
• Tail dependence functions and vine copulas
• Construction of multivariate distributions with given marginals
• Conditionally ordered distributions
• Inference properties of a one-parameter curved exponential family of distributions with given marginals
• On the construction of multivariate distributions with given nonoverlapping multivariate marginals
• Statistical inference for a certain class of bivariate distributions
• Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
• Square tray distributions
• Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
• Heavy tails and copulas: limits of diversification revisited
• A semiparametric maximum likelihood ratio test for the change point in copula models
• Archimedean copulae and positive dependence
• Simulation input data modeling
• A class of symmetric bivariate uniform distributions
• Positive dependence orderings
• Stochastic bounds on sums of dependent risks
• A study of bivariate generalized Pareto distribution and its dependence structure among model parameters
• Dependence, dispersiveness, and multivariate hazard rate ordering
• Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals
• A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
• New estimates and tests of independence in some copula models
• Copulas with truncation-invariance property
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Simplified pair copula constructions -- limitations and extensions
• Dependence Information in Parameterized Copulas
• Bivariate copulas with cubic sections
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
• Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
• A large sample test for one parameter families of copulas
• A strategy for constructing multivariate distributions
• Modified inference function for margins for the bivariate Clayton copula-based SUN Tobit model
• A New Test Procedure of Independence in Copula Models via χ²-Divergence
• Robust Fits for Copula Models
• On the preservation of copula structure under truncation
• Copula modeling from Abe Sklar to the present day
• Estimation of rank correlation for clustered data
• Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
• Possibly dependent probability summation of reaction time
• Fitting bivariate cumulative returns with copulas
• Eigenanalysis on a bivariate covariance kernel
• A semiparametric test of independence in copula models for censored data

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