scientific article; zbMATH DE number 894876

MaRDI QIDQ4883086zbMATH OpenFDO

Authors Roger B. Nelsen

Publication date 3 October 1996

zbMATH Keywords

Spearman's rhochi-square divergenceFarlie-Gumbel-Morgenstern distributionsabsolutely continuous bivariate distributionsfixed marginals

Mathematics Subject Classification ID

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

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Cited in

(8)

• A note on deficit analysis in dependency models involving Coxian claim amounts
• A short history of statistical association: from correlation to correspondence analysis to copulas
• A note on the Sarmanov bivariate distributions
• An application of the Morgenstern family with standard two-sided power and gamma marginal distributions to the Bayes premium in the collective risk model
• An order-statistics-based method for constructing multivariate distributions with fixed margin\-als
• A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
• The optimization problems with probability distributions solutions
• Two generalized bivariate FGM distributions and rank reduction

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