Construction of non-exchangeable bivariate distribution functions
From MaRDI portal
Publication:840959
DOI10.1007/S00362-007-0064-5zbMATH Open1309.60006OpenAlexW1969771525MaRDI QIDQ840959FDOQ840959
Authors: Fabrizio Durante 
Publication date: 14 September 2009
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-007-0064-5
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
Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exchangeability for stochastic processes (60G09)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- An introduction to copulas.
- Title not available (Why is that?)
- Extremes of nonexchangeability
- Title not available (Why is that?)
- Understanding Relationships Using Copulas
- Title not available (Why is that?)
- Bivariate extreme value theory: Models and estimation
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- A method to obtain new copulas from a given one
- Stochastic Comparison of Random Vectors with a Common Copula
- On the characterization of a class of binary operations on bivariate distribution functions
- 2-increasing binary aggregation operators
- Archimax copulas and invariance under transformations
- Parametric stochastic convexity and concavity of stochastic processes
- Copula and semicopula transforms
- GENERALIZED COMPOSITION OF BINARY AGGREGATION OPERATORS
Cited In (27)
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Constructing copulas by means of pairs of order statistics
- Measures of non-exchangeability for bivariate random vectors
- Best-possible bounds on the set of copulas with given degree of non-exchangeability
- Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions
- Bivariate prior distributions via branching exchangeable sequences
- A generalized bivariate lifetime distribution based on parallel-series structures
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- Shock models with dependence and asymmetric linkages
- Copula directional dependence of discrete time series marginals
- Symmetry of functions and exchangeability of random variables
- Analysis of directional dependence using asymmetric copula-based regression models
- Dependence properties of bivariate distributions with proportional (reversed) hazards marginals
- Asymmetric Copulas and Their Application in Design of Experiments
- Modeling currency exchange data with asymmetric copula functions
- Copula regression spline models for binary outcomes
- A comprehensive extension of the FGM copula
- On structural properties of an asymmetric copula family and its statistical implication
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models
- Diverse copulas through Durante's method. Exploring parametric functions
- \(D_s\)-optimality in copula models
- Log-concavity and other concepts of bivariate increasing failure rate distributions
- Some results on a transformation of copulas and quasi-copulas
- Bivariate copula additive models for location, scale and shape
- Measures of radial asymmetry for bivariate random vectors
- Estimating the parameters of a dependent model and applying it to environmental data set
- Title not available (Why is that?)
Uses Software
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)
