Truncation invariant dependence structures
From MaRDI portal
Publication:4935424
DOI10.1080/03610929908832438zbMath0973.62044MaRDI QIDQ4935424
Publication date: 5 December 2001
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832438
multivariate normal distributions; truncated distributions; 3-dimensional distributions; Cook-Johnson distribution
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Related Items
SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS, Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models, On the preservation of copula structure under truncation, Joint survival probability via truncated invariant copula, Bivariate survival models with Clayton aging functions, A multivariate IFR notion based on the multivariate dispersive ordering, Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas, Copulas with Truncation-Invariance Property