A class of models for uncorrelated random variables
DOI10.1016/J.JMVA.2010.03.011zbMATH Open1190.62105OpenAlexW1992490786MaRDI QIDQ979239FDOQ979239
Authors: Nader Ebrahimi, Ehsan S. Soofi, G. G. Hamedani, Hans W. Volkmer
Publication date: 25 June 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://epublications.marquette.edu/mscs_fac/9
Recommendations
dependenceKendall's taumutual informationconvolutionSpearman's rhostochastic equivalenceFarlie-Gumbel-Morgensternsub-independence
Statistical aspects of information-theoretic topics (62B10) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- Title not available (Why is that?)
- An introduction to copulas.
- A dependent bivariate \(t\) distribution with marginals on different degrees of freedom
- Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence
- A new class of bivariate copulas.
- Correlation and dependence
- Title not available (Why is that?)
- Continuous Bivariate Distributions
- New Families of Copulas Based on Periodic Functions
- Title not available (Why is that?)
- On the Determination of the Bivariate Normal Distribution from Distributions of Linear Combinations of the Variables
- General conditional specification models
- Constructing generalized FGM copulas by means of certain univariate distributions
- Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions
- A fixed point theorem and its application to the central limit theorem
- Solution to a functional equation and its application to stable and stable-type distributions
Cited In (11)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
- Sub-independence: an expository perspective
- Sets of random variables with a given uncorrelation structure
- Convolution without independence
- On dynamic mutual information for bivariate lifetimes
- Semiparametric identification of the bid-ask spread in extended Roll models
- Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes
- Models based on partial information about survival and hazard gradient
- Uncorrelatedness sets for random variables with given distributions
- Bayesian Instrumental Variables: Priors and Likelihoods
- Title not available (Why is that?)
This page was built for publication: A class of models for uncorrelated random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q979239)