Families of Multivariate Distributions
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Publication:4733247
DOI10.2307/2289314zbMATH Open0683.62029OpenAlexW4254179376MaRDI QIDQ4733247FDOQ4733247
Albert W. Marshall, Ingram Olkin
Publication date: 1988
Full work available at URL: https://doi.org/10.2307/2289314
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Laplace transformmixtures of distributionstotal positivityassociated random variablesbivariate distributionsuniform marginalspositive and negative dependence properties
Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cited In (only showing first 100 items - show all)
- Analysis of Survival Data from Case-Control Family Studies
- Mixture Representation of the Maximum Entropy Density Through Archimedean Copulas
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model
- On the construction of nested Archimedean copulas for \(d\)-monotone generators
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models
- Numerical methods to quantify the model risk of basket default swaps
- Semi-parametric multivariate modelling when the marginals are the same
- Estimating correlation from dichotomized normal variables
- Bayesian bivariate survival analysis using the power variance function copula
- Bivariate frailty model for the analysis of multivariate survival time
- Sampling from Archimedean n-copulas
- Canonical expansions, correlation structure, and conditional distributions of bivariate distributions generated by mixtures
- A strategy for constructing multivariate distributions
- Systemic risk and copula models
- Law of large numbers and large deviations for dependent risks
- Families of complementary distributions
- On a muted family of bivariate distributions
- Multivariate hierarchical copulas with shocks
- Accelerated life regression modelling of dependent bivariate time-to-event data
- A two-stage estimation in the Clayton-Oakes model with marginal linear transformation models for multivariate failure time data
- Missing genetic information in case-control family data with general semi-parametric shared frailty model
- MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS
- A Bayesian semi-parametric bivariate failure time model
- Title not available (Why is that?)
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
- Collective risk models with dependence
- Some new constructions of bivariate Weibull models
- Modeling defaults with nested Archimedean copulas
- A generalization of Archimedean and Marshall-Olkin copulas family
- A multivariate counting process with Weibull-distributed first-arrival times.
- Bounds forL-Statistics from Weakly Dependent Samples of Random Length
- Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function
- Optimal bespoke CDO design via NSGA-II
- A selective review of recent characterizations of stochastic choice models using distribution and functional equation techniques
- A family of distributions related to the McCullagh family
- Comparison results for exchangeable credit risk portfolios
- A discrete-time risk model with interaction between classes of business.
- Marshall–Olkin Laplace transform copulas of multivariate gamma distributions
- Adaptive importance sampling for simulating copula-based distributions
- Semiparametric Estimation in Copulas with the Same Marginals
- Stochastic comparisons for time transformed exponential models
- A diagnostic for association in bivariate survival models
- Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral
- On the scoring approach to admissibility of uncertainty measures in expert systems
- Aggregation theorems and multidimensional stochastic choice models
- BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE
- A class of symmetric bivariate uniform distributions
- Multivariate flexible Pareto model: dependency structure, properties and characterizations
- Some families of multivariate symmetric distributions related to exponential distribution
- Asymptotic normality of two-sample linear rank statistics under association
- LBI tests of independence in bivariate exponential distributions
- Empirical likelihood for the bivariate survival function under univariate censoring
- Densities of nested Archimedean copulas
- Stochastic orders in time transformed exponential models with applications
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- The tau-path test for monotone association in an unspecified subpopulation: application to chemogenomic data mining
- Estimating the joint survival probabilities of married individuals
- Empirical Likelihood for Non‐Smooth Criterion Functions
- Multivariate survival functions with a min-stable property
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas
- Data driven smooth test for paired populations
- Two novel characterizations of self-decomposability on the half-line
- Pricing distressed CDOs with stochastic recovery
- Optimal capital allocations to interdependent actuarial risks
- Hierarchical Archimax copulas
- Second order regular variation and conditional tail expectation of multiple risks
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series
- CDO pricing with nested Archimedean copulas
- Inference in multivariate Archimedean copula models
- A multivariate mixture of Weibull distributions in reliability modeling.
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
- \(H\)-extendible copulas
- Estimators based on trimmed Kendall's tau in multivariate copula models
- Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data
- Some recent developments for regression analysis of multivariate failure time data
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas
- Multivariate distributions with support above the diagonal
- Orthant tail dependence of multivariate extreme value distributions
- Lévy-frailty copulas
- Families of Multivariate Distributions Involving the Rosenblatt Construction
- On the recovery of joint distributions from limited information
- De copulis non est disputandum. Copulae: an overview
- Multivariate Archimax copulas
- Strategic asset allocation with switching dependence
- An analytical formula for pricing \(m\)-th to default swaps
- Tail order and intermediate tail dependence of multivariate copulas
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
- The construction of multivariate distributions from Markov random fields
- Constructing multivariate distributions with specific marginal distributions
- Extremal behavior of Archimedean copulas
- Miscellanea. A multivariate family of distributions on (0, )p
- Bivariate distributions with given extreme value attractor
- Sampling Archimedean copulas
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management
- Regression Survival Analysis with an Assumed Copula for Dependent Censoring: A Sensitivity Analysis Approach
- False discovery rate control under Archimedean copula
- A note on allocation of portfolio shares of random assets with Archimedean copula
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