Pages that link to "Item:Q3906245"
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The following pages link to A continuous general multivariate distribution and its properties (Q3906245):
Displayed 50 items.
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- Directional dependence in multivariate distributions (Q421436) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891) (← links)
- New constructions of diagonal patchwork copulas (Q730929) (← links)
- A new extension of bivariate FGM copulas (Q745474) (← links)
- Random sums of random variables and vectors: including infinite means and unequal length sums (Q746983) (← links)
- Semilinear copulas (Q834440) (← links)
- Constructing copula functions with weighted geometric means (Q840726) (← links)
- A new family of symmetric bivariate copulas (Q868974) (← links)
- \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389) (← links)
- Multivariate maximum entropy identification, transformation, and dependence (Q928856) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Lévy-frailty copulas (Q1021855) (← links)
- Inference properties of a one-parameter curved exponential family of distributions with given marginals (Q1112508) (← links)
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals (Q1202306) (← links)
- Probability distributions with given multivariate marginals and given dependence structure (Q1261299) (← links)
- An extension of Osuna's model for stress caused by waiting (Q1598976) (← links)
- Correspondence analysis and diagonal expansions in terms of distribution functions (Q1600718) (← links)
- On the covariance between functions (Q1604615) (← links)
- Characterizations of bivariate conic, extreme value, and Archimax copulas (Q1616344) (← links)
- Supermigrative copulas and positive dependence (Q1633249) (← links)
- Shock models with recovery option via the maxmin copulas (Q1699338) (← links)
- Independence results for multivariate tail dependence coefficients (Q1699339) (← links)
- Correlation structure of the Marshall-Olkin bivariate exponential distribution (Q1731446) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- Moment-based estimation of extendible Marshall-Olkin copulas (Q1936667) (← links)
- Dependence properties of multivariate distributions with proportional hazard rate marginals (Q1988638) (← links)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas (Q2008218) (← links)
- A short history of statistical association: from correlation to correspondence analysis to copulas (Q2062804) (← links)
- New results on perturbation-based copulas (Q2063752) (← links)
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
- Extremal behavior of diagonal and Bertino copulas (Q2223431) (← links)
- Discrete bivariate distributions generated by copulas: DBEEW distribution (Q2321780) (← links)
- A family of transformed copulas with a singular component (Q2328788) (← links)
- On homogeneous, quasi-homogeneous and pseudo-homogeneous overlap and grouping functions (Q2328818) (← links)
- Contributions to the diagonal expansion of a bivariate copula with continuous extensions (Q2350050) (← links)
- A comprehensive extension of the FGM copula (Q2359162) (← links)
- Shock models with dependence and asymmetric linkages (Q2398074) (← links)
- On a generalization of Archimedean copula family (Q2407772) (← links)
- Bivariate copulas generated by perturbations (Q2445567) (← links)
- A generalization of the Archimedean class of bivariate copulas (Q2457968) (← links)
- On a family of multivariate copulas for aggregation processes (Q2465343) (← links)
- Expressions for Rényi and Shannon entropies for bivariate distributions (Q2485294) (← links)
- Extreme generators of shock induced copulas (Q2671860) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Further Results for a General Family of Bivariate Copulas (Q2794785) (← links)
- Evolution of the Dependence of Residual Lifetimes (Q2805801) (← links)