The following pages link to A new class of bivariate copulas. (Q1427718):
Displaying 40 items.
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- Bivariate copulas generated by perturbations (Q2445567) (← links)
- On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (Q2455698) (← links)
- A generalization of the Archimedean class of bivariate copulas (Q2457968) (← links)
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551) (← links)
- Further Results for a General Family of Bivariate Copulas (Q2794785) (← links)
- A note on conjugate distributions for copulas (Q2795250) (← links)
- A recipe for bivariate copulas (Q2832640) (← links)
- Evolution of bivariate copulas in discrete processes (Q2843190) (← links)
- A method for constructing higher-dimensional copulas (Q2892910) (← links)
- A New Characterization of Bivariate Copulas (Q3058396) (← links)
- О некоторых свойствах симметричной копулы Граббса (Q3120995) (← links)
- Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas (Q3391886) (← links)
- An Archimedean Copula Family with Hyperbolic Cotangent Generator (Q3448617) (← links)
- Developing a Wide Easy-to-Generate Class of Bivariate Copulas (Q3518500) (← links)
- Some new parametric families of multivariate copulas (Q3518961) (← links)
- (Q3552468) (← links)
- New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function (Q3625303) (← links)
- A new asymmetric class of bivariate copulas for modeling dependence (Q4593883) (← links)
- Two generalized bivariate FGM distributions and rank reduction (Q5078050) (← links)
- A new extension of the FGM copula for negative association (Q5078383) (← links)
- Strong laws of large numbers for pairwise PQD random variables: a necessary condition (Q5093727) (← links)
- Some new ratio-type copulas: theory and properties (Q5095724) (← links)
- (Q5101800) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Analysis of directional dependence using asymmetric copula-based regression models (Q5219455) (← links)
- A new class of symmetric bivariate copulas (Q5297090) (← links)
- (Q5389876) (← links)
- Semi-polynomial copulas (Q5419458) (← links)
- A Note on Directional Dependence in Regression Setting (Q5697393) (← links)
- Some Observations on Copula Regression Functions (Q5697394) (← links)
- FGM generated archimedean copulas with concave multiplicative generators (Q5858324) (← links)
- A special case of Rodriguez-Lallena and Ubeda-Flores copula based on Ruschendorf method (Q5869930) (← links)
- Parameterized transformations and truncation: when is the result a copula? (Q6073158) (← links)
- On copulas with a trapezoid support (Q6076563) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)
- An application of the Morgenstern family with standard two-sided power and gamma marginal distributions to the Bayes premium in the collective risk model (Q6570851) (← links)
- A general construction of multivariate dependence structures with nonmonotone mappings and its applications (Q6579150) (← links)
- Decomposition and graphical correspondence analysis of checkerboard copulas (Q6641511) (← links)
- Copula-based mutual information measures and mutual entropy: a brief survey (Q6646219) (← links)
