Truncation invariant dependence structures

DOI10.1080/03610929908832438MaRDI QIDQ4935424zbMATH OpenOpenAlexFDO

Authors Engin A. Sungur

Publication date 5 December 2001

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929908832438

zbMATH Keywords

3-dimensional distributionsCook-Johnson distributionmultivariate normal distributionstruncated distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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(10)

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• Bivariate survival models with Clayton aging functions
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• Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas
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• SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS
• Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models
• Joint survival probability via truncated invariant copula
• On the preservation of copula structure under truncation

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