An order-statistics-based method for constructing multivariate distributions with fixed margin\-als

DOI10.1016/j.jmva.2008.02.019zbMath1151.62045OpenAlexW1966380067MaRDI QIDQ957315

Rose D. Baker

Publication date: 27 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.019

zbMATH Keywords

Farlie-Gumbel-Morgenstern distributionmarginal distributionBézier surfacecopula. Bernstein polynomials

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Random number generation in numerical analysis (65C10)

Related Items (26)

Bayesian estimation of generalized partition of unity copulas ⋮ Unnamed Item ⋮ Stochastic representation of FGM copulas using multivariate Bernoulli random variables ⋮ MULTIVARIATE COMPOSITE COPULAS ⋮ Recent developments on the construction of bivariate distributions with fixed marginals ⋮ Parisian types of ruin probabilities for a class of dependent risk-reserve processes ⋮ COMPOSITE BERNSTEIN COPULAS ⋮ EM algorithms for estimating the Bernstein copula ⋮ On bivariate extension of the univariate transmuted family ⋮ Multivariate matrix-exponential affine mixtures and their applications in risk theory ⋮ Dependence structures and asymptotic properties of Baker's distributions with fixed marginals ⋮ Remarks on composite Bernstein copula and its application to credit risk analysis ⋮ A class of bivariate independence copula transformations ⋮ Risk aggregation with FGM copulas ⋮ On the approximation of copulas via shuffles of Min ⋮ A note on the Sarmanov bivariate distributions ⋮ Bernstein Copulas and Composite Bernstein Copulas ⋮ On a general structure of the bivariate FGM type distributions. ⋮ The empirical beta copula ⋮ On the convergence of bivariate order statistics: almost sure convergence and convergence rate ⋮ Dependence properties of B-spline copulas ⋮ A note on the maximum correlation for Baker's bivariate distributions with fixed marginals ⋮ Multivariate matrix Mittag-Leffler distributions ⋮ Test of Independence for Baker’s Bivariate Distributions ⋮ Estimation of a common mean vector in bivariate meta-analysis under the FGM copula ⋮ Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics

Cites Work

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• Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
• Constructing generalized FGM copulas by means of certain univariate distributions
• An introduction to copulas. Properties and applications
• A new class of bivariate copulas.
• An algorithm for smoothing three-dimensional Monte Carlo ion implantation simulation results
• Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
• Approximation of Holder Continuous Functions by Bernstein Polynomials
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Random Bernstein Polynomials
• A Primer on Copulas for Count Data
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.

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