On some generalized farlie-gumbel-morgenstern distributions

Cited In (77)

A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
Some properties of bivariate Gumbel type a distributions with proportional hazard rates
Concomitants of generalized order statistics from Farlie-Gumbel-Morgenstern distributions
Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model
New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
Multivariate new better than used in expectation distributions
Using fuzzy logic to interpret dependent risks
A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test.
Reliability characteristics of Farlie-Gumbel-Morgenstern family of bivariate distributions
Sensitivity to prior independence via farlie-gumbel-morgenstern model
Conditionally ordered distributions
Multivariate copulas with quadratic sections in one variable
On the recovery of joint distributions from limited information
Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
A continuous general multivariate distribution and its properties
COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
Extreme sample censoring problems with multivariate data: Indirect censoring and the Farlie-Gumbel-Morgenstern distribution
Robustness of Estimation in the Uniform Distribution Under Dependencies in a Sample
Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution
Concomitants of order statistics and record values from Morgenstern type bivariate-generalized exponential distribution
Residual and past entropy for concomitants of ordered random variables of Morgenstern family
Properties and applications of the sarmanov family of bivariate distributions
Consequences of departure from independence in two component systems when component life times depend through fgm model
The impact on the properties of the EFGM copulas when extending this family
A class of bivariate distributions including the bivariate logistic
Asymptotic results for FGM random sequences
Some new approaches to multivariate probability distributions
Constructing copula functions with weighted geometric means
Using copulas to model repeat purchase behaviour - an exploratory analysis via a case study
The F-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variables
Copula-Based Models for Multivariate Discrete Response Data
Models for multivariate paired comparison experiments with ties
On concomitants of ordered random variables under general forms of Morgenstern family
Information properties for concomitants of order statistics in Farlie-Gumbel-Morgenstern (FGM) family
A note on the Sarmanov bivariate distributions
Various measures of dependence of a new asymmetric generalized Farlie-Gumbel-Morgenstern copulas
A versatile bivariate distribution on a bounded domain: Another look at the product moment correlation
Multivariate failure time distributions derived from shared frailty and copulas
Special feature: Recent statistical methods for survival analysis
The generalized FGM distribution and its application to stereology of extremes.
Asymptotic efficiency of independence tests based on gini's rank association coefficient, spearman's footrule and their generalizations
Characterization of conditional covariance and unified theory in the problem of ordering random variables
A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
Log linear models for multivariate paired comparison experiments with ties
Construction of multivariate distributions with given marginals
Affine rational transformations of copulas and quasi-copulas
SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS
A characterization of joint distribution of two-valued random variables and its applications
On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
On the construction of multivariate distributions with given nonoverlapping multivariate marginals
Probability distributions with given multivariate marginals and given dependence structure
A family of block-wise one-factor distributions for modeling high-dimensional binary data
Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
A class of symmetric bivariate uniform distributions
Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions
A new flexible three-parameter compound Chen distribution: properties, copula and modeling relief times and minimum flow data
A novel Lomax extension with statistical properties, copulas, different estimation methods and applications
Extreme values in FGM random sequences
The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences
Test of independence for generalized Farlie-Gumbel-Morgenstern distributions
Dependent Relevations: Time-to-Failure Under Dependence
Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation
An application of the Morgenstern family with standard two-sided power and gamma marginal distributions to the Bayes premium in the collective risk model
Comparison between the two Haung-Kotz FGM types by Fisher information in order statistics and their concomitants
Stochastic representation of FGM copulas using multivariate Bernoulli random variables
Parameterized transformations and truncation: when is the result a copula?
New copula families and mixing properties
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
Location charts based on concomitants of ranked set samples from Morgenstern family
Risk aggregation with FGM copulas
A new extension of the FGM copula with an application in reliability
Bivariate iterated Farlie–Gumbel–Morgenstern stress–strength reliability model for Rayleigh margins: Properties and estimation
Title not available (Why is that?)
Exchangeable FGM copulas
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