A note on the Sarmanov bivariate distributions

DOI10.1016/J.AMC.2011.01.087zbMATH Open1226.62054OpenAlexW2035257774MaRDI QIDQ648233FDOQ648233

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

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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)

Cites Work

• On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
• Properties and applications of the sarmanov family of bivariate distributions
• Bivariate Exponential Distributions
• Title not available (Why is that?)
• The performance of some correlation coefficients for a general bivariate distribution
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Title not available (Why is that?)
• On some generalized farlie-gumbel-morgenstern distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Continuous Bivariate Distributions
• Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution
• An order-statistics-based method for constructing multivariate distributions with fixed margin\-als
• A new family of positive quadrant dependent bivariate distributions
• Constructing generalized FGM copulas by means of certain univariate distributions

Cited In (10)

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

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