The following pages link to A new class of bivariate copulas. (Q1427718):
Displaying 50 items.
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
- New families of symmetric/asymmetric copulas (Q279436) (← links)
- Joint weak hazard rate order under non-symmetric copulas (Q325001) (← links)
- On a general structure of the bivariate FGM type distributions. (Q489256) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Perturbation of bivariate copulas (Q529361) (← links)
- Generalized covariance inequalities (Q539199) (← links)
- The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
- The generalized FGM distribution and its application to stereology of extremes. (Q622872) (← links)
- Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
- Joint characteristic functions construction via copulas (Q661226) (← links)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- New constructions of diagonal patchwork copulas (Q730929) (← links)
- A new extension of bivariate FGM copulas (Q745474) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- Constructing copula functions with weighted geometric means (Q840726) (← links)
- A class of copulas with piecewise linear horizontal sections (Q840754) (← links)
- A new family of symmetric bivariate copulas (Q868974) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- An order-statistics-based method for constructing multivariate distributions with fixed margin\-als (Q957315) (← links)
- Eigenanalysis on a bivariate covariance kernel (Q957329) (← links)
- A class of models for uncorrelated random variables (Q979239) (← links)
- A large class of new bivariate copulas and their properties (Q1668043) (← links)
- Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
- On \((a,b)\)-transformations of conjunctive functions (Q1697655) (← links)
- A new class of bivariate copulas: dependence measures and properties (Q1698457) (← links)
- Shock models with recovery option via the maxmin copulas (Q1699338) (← links)
- Comparisons between largest order statistics from multiple-outlier models with dependence (Q1703037) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- Stochastic comparisons and bounds for conditional distributions by using copula properties (Q1994046) (← links)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas (Q2008218) (← links)
- New classes of power series bivariate copulas (Q2012603) (← links)
- Reflected maxmin copulas and modeling quadrant subindependence (Q2037445) (← links)
- The impact on the properties of the EFGM copulas when extending this family (Q2049225) (← links)
- New results on perturbation-based copulas (Q2063752) (← links)
- Modelling to engineering data using a new class of continuous models (Q2064405) (← links)
- A new flexible three-parameter compound Chen distribution: properties, copula and modeling relief times and minimum flow data (Q2089354) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- On some properties of reflected maxmin copulas (Q2219340) (← links)
- Asymmetric linkages: maxmin vs. reflected maxmin copulas (Q2219341) (← links)
- Study of partial and average conditional Kendall's tau (Q2236383) (← links)
- Non-exchangeability of negatively dependent random variables (Q2268371) (← links)
- Constructing copulas from shock models with imprecise distributions (Q2302951) (← links)
- On the role of dependence in residual lifetimes (Q2322668) (← links)
- A note on generalized Farlie-Gumbel-Morgenstern copulas (Q2323149) (← links)
- A class of bivariate copula mappings (Q2328790) (← links)
- Solution to two open problems on perturbations of the product copula (Q2328795) (← links)
- A comprehensive extension of the FGM copula (Q2359162) (← links)
- Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory (Q2417991) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
