scientific article; zbMATH DE number 3023829
From MaRDI portal
Publication:5764082
Cited in
(23)- Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions
- Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
- On the convergence of bivariate order statistics: almost sure convergence and convergence rate
- The impact on the properties of the EFGM copulas when extending this family
- New results on perturbation-based copulas
- Stochastic representation of FGM copulas using multivariate Bernoulli random variables
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities
- A comprehensive extension of the FGM copula
- Dependence structures and asymptotic properties of Baker's distributions with fixed marginals
- A new extension of the FGM copula for negative association
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
- A compendium of copulas
- Maximum correlation for the generalized Sarmanov bivariate distributions
- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
- Parameterized transformations and truncation: when is the result a copula?
- Exchangeable FGM copulas
- Risk aggregation with FGM copulas
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
- A note on the Sarmanov bivariate distributions
- On a Bivariate Distribution with Composite Exponential-Pareto Marginals and Dependence in Low-Cost Claims
- Generalized FGM dependence: geometrical representation and convex bounds on sums
- A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5764082)
