Construction of non-exchangeable bivariate distribution functions
From MaRDI portal
Publication:840959
Recommendations
- Measures of non-exchangeability for bivariate random vectors
- On some construction methods for bivariate copulas
- scientific article; zbMATH DE number 3978159
- Bivariate Distributions With Nonmonotone Dependence Structure
- A method for constructing multivariate distributions with given bivariate margins
Cites work
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 50707 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 1986059 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- 2-increasing binary aggregation operators
- A method to obtain new copulas from a given one
- An introduction to copulas.
- Archimax copulas and invariance under transformations
- Bivariate extreme value theory: Models and estimation
- Copula and semicopula transforms
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Extremes of nonexchangeability
- GENERALIZED COMPOSITION OF BINARY AGGREGATION OPERATORS
- On the characterization of a class of binary operations on bivariate distribution functions
- Parametric stochastic convexity and concavity of stochastic processes
- Stochastic Comparison of Random Vectors with a Common Copula
- Understanding Relationships Using Copulas
Cited in
(27)- Dependence properties of bivariate distributions with proportional (reversed) hazards marginals
- On structural properties of an asymmetric copula family and its statistical implication
- Measures of non-exchangeability for bivariate random vectors
- Best-possible bounds on the set of copulas with given degree of non-exchangeability
- Copula regression spline models for binary outcomes
- A generalized bivariate lifetime distribution based on parallel-series structures.
- Copula directional dependence of discrete time series marginals
- \(D_s\)-optimality in copula models
- Log-concavity and other concepts of bivariate increasing failure rate distributions
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions
- Some results on a transformation of copulas and quasi-copulas
- Estimating the parameters of a dependent model and applying it to environmental data set
- Shock models with dependence and asymmetric linkages
- Bivariate prior distributions via branching exchangeable sequences
- Modeling currency exchange data with asymmetric copula functions
- A comprehensive extension of the FGM copula
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models
- Bivariate copula additive models for location, scale and shape
- Symmetry of functions and exchangeability of random variables
- Analysis of directional dependence using asymmetric copula-based regression models
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- Asymmetric copulas and their application in design of experiments
- Measures of radial asymmetry for bivariate random vectors
- Diverse copulas through Durante's method. Exploring parametric functions
- Constructing copulas by means of pairs of order statistics
- scientific article; zbMATH DE number 3978159 (Why is no real title available?)
This page was built for publication: Construction of non-exchangeable bivariate distribution functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q840959)