Pages that link to "Item:Q3598196"

The following pages link to Continuous Bivariate Distributions (Q3598196):

Displaying 50 items.

• Geometric visualization of parallel bivariate Pareto distribution surfaces (Q274503) (← links)
• Distributions in a class of Poissonized urns with an application to Apollonian networks (Q286444) (← links)
• Mean time to failure of systems with dependent components (Q295168) (← links)
• Clustering bivariate mixed-type data via the cluster-weighted model (Q311304) (← links)
• Asymptotic expansions for bivariate normal extremes (Q334016) (← links)
• A class of continuous bivariate distributions with linear sum of hazard gradient components (Q347264) (← links)
• Generalized bivariate beta distributions involving Appell's hypergeometric function of the second kind (Q356194) (← links)
• Dependence structures and asymptotic properties of Baker's distributions with fixed marginals (Q389256) (← links)
• A simple method for obtaining the maximal correlation coefficient and related characterizations (Q391627) (← links)
• A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference (Q392107) (← links)
• Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
• Fisher information in censored samples from Downton's bivariate exponential distribution (Q419306) (← links)
• Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
• Characterizations of symmetric distributions based on Rényi entropy (Q434723) (← links)
• Using the criterion-predictor factor model to compute the probability of detecting prediction bias with ordinary least squares regression (Q441837) (← links)
• Structural equation modeling of multivariate gamma density (Q467981) (← links)
• Construction of multivariate dispersion models (Q470358) (← links)
• When can expected utility handle first-order risk aversion? (Q472207) (← links)
• Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
• On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
• Mass distributions of two-dimensional extreme-value copulas and related results (Q508711) (← links)
• Asymptotic robustness study of the polychoric correlation estimation (Q525223) (← links)
• Reliability properties of generalized mixtures of Weibull distributions with a common shape parameter (Q538107) (← links)
• Flexible bivariate beta distributions (Q550172) (← links)
• Stability of \(L\)-statistics from weakly dependent observations (Q633058) (← links)
• A note on the Sarmanov bivariate distributions (Q648233) (← links)
• Grüss-type bounds for covariances and the notion of quadrant dependence in expectation (Q651280) (← links)
• A complete characterization of bivariate densities using the conditional percentile function (Q723444) (← links)
• Reliability estimation of multicomponent stress-strength model based on copula function under progressively hybrid censoring (Q724493) (← links)
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• Quantile-based estimative VaR forecast and dependence measure: a simulation approach (Q778634) (← links)
• A new general class of discrete bivariate distributions constructed by using the likelihood ratio (Q779674) (← links)
• A bivariate conditional Weibull distribution with application (Q780595) (← links)
• On Weibull-Burr impounded bivariate distribution (Q825317) (← links)
• Construction of two new general classes of bivariate distributions based on stochastic orders (Q893169) (← links)
• A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density (Q894565) (← links)
• Sums of totally positive functions of order 2 and applications (Q894594) (← links)
• On relative skewness for multivariate distributions (Q905108) (← links)
• Persistence in a two-dimensional moving-habitat model (Q905926) (← links)
• Grüss-type bounds for the covariance of transformed random variables (Q962508) (← links)
• A class of models for uncorrelated random variables (Q979239) (← links)
• Multivariate and matrix-variate analogues of Maxwell-Boltzmann and Raleigh densities (Q1620343) (← links)
• A weak version of bivariate lack of memory property (Q1620938) (← links)
• The bivariate sinh-elliptical distribution with applications to Birnbaum-Saunders distribution and associated regression and measurement error models (Q1623686) (← links)
• Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components (Q1639575) (← links)
• A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178) (← links)
• Convex and radially concave contoured distributions (Q1657906) (← links)
• A bivariate Birnbaum-Saunders regression model (Q1659368) (← links)
• Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
• The maximum distribution of Kibble's bivariate gamma random vector (Q1728271) (← links)