Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution

DOI10.1007/BF02491454zbMath0633.62016MaRDI QIDQ1096273

Gwo Dong Lin

Publication date: 1987

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

continuitycorrelation coefficientabsolutely continuous distributionsarbitrary continuous distributionsFarlie-Gumbel-Morgenstern (FGM) distributionmultivariabe casenatural parameter space

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (12)

Mean time to failure of systems with dependent components ⋮ Recent developments on the construction of bivariate distributions with fixed marginals ⋮ A large class of new bivariate copulas and their properties ⋮ Heavy tails and copulas: limits of diversification revisited ⋮ A simulation study on the correlation structure of Marshall–Olkin bivariate Weibull distribution ⋮ Bivariate copulas with cubic sections ⋮ A note on the Sarmanov bivariate distributions ⋮ Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation ⋮ Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas ⋮ Extreme values in FGM random sequences ⋮ A class of bivariate copula mappings ⋮ Copula representation of bivariateL-moments: a new estimation method for multiparameter two-dimensional copula models

Cites Work

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• Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions
• Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
• A nots on the exchangeable generalized farlie-gumbel-morgenstern distributions
• On some generalized farlie-gumbel-morgenstern distributions
• On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
• Correlation structure in Farlie-Gumbel-Morgenstern distributions

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