A note on the Sarmanov bivariate distributions

DOI10.1016/J.AMC.2011.01.087MaRDI QIDQ648233zbMATHOpenAlexFDO

Authors J. S. Huang, Gwo Dong Lin

Publication date 22 November 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.01.087

zbMATH Keywords

characterizationFGM distributionchi-square divergencemaximum correlation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 3117929 (Why is no real title available?)
• scientific article; zbMATH DE number 894876 (Why is no real title available?)
• scientific article; zbMATH DE number 3322636 (Why is no real title available?)
• scientific article; zbMATH DE number 3023829 (Why is no real title available?)
• A new family of positive quadrant dependent bivariate distributions
• An order-statistics-based method for constructing multivariate distributions with fixed margin\-als
• Bivariate Exponential Distributions
• Constructing generalized FGM copulas by means of certain univariate distributions
• Continuous Bivariate Distributions
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
• On some generalized farlie-gumbel-morgenstern distributions
• Properties and applications of the sarmanov family of bivariate distributions
• Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution
• The performance of some correlation coefficients for a general bivariate distribution

Cited in

(10)

• On generalized Sarmanov bivariate distributions
• Recent developments on the construction of bivariate distributions with fixed marginals
• A Note on Semivariogram
• Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures
• Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns
• Maximum correlation for the generalized Sarmanov bivariate distributions
• On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
• A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
• A note on generalized Farlie-Gumbel-Morgenstern copulas
• On a class of bivariate mixed Sarmanov distributions

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