From the Huang-Kotz FGM distribution to Baker's bivariate distribution

DOI10.1016/J.JMVA.2011.03.001MaRDI QIDQ690964zbMATH OpenOpenAlexFDO

Authors Ismihan Bayramoglu, Konul Bayramoglu

Publication date 29 November 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.03.001

zbMATH Keywords

copulaorder statisticsexchangeable random variablesBaker's distributionHuang-Kotz FGM distributionspositive quadrant dependent

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Exchangeability for stochastic processes (60G09)

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Cited in

(20)

• A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas
• scientific article; zbMATH DE number 7607853 (Why is no real title available?)
• Baker-Lin-Huang type bivariate distributions based on order statistics
• A multi-parameter generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial
• Measurement of bivariate risks by the north-south quantile points approach
• On Huang-Kotz bivariate distribution
• A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
• Dependence structures and asymptotic properties of Baker's distributions with fixed marginals
• Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula
• A More Flexible Counterpart of a Huang–Kotz's Copula-type
• Remarks on composite Bernstein copula and its application to credit risk analysis
• Test of independence for Baker's bivariate distributions
• On the convergence of bivariate order statistics: almost sure convergence and convergence rate
• Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
• A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
• Multivariate failure time distributions derived from shared frailty and copulas
• Bernstein copulas and composite Bernstein copulas
• Joint distribution of new sample rank of bivariate order statistics
• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• The impact on the properties of the EFGM copulas when extending this family

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