Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions

From MaRDI portal
Publication:1246217

DOI10.1016/0047-259X(77)90066-5zbMath0377.62017MaRDI QIDQ1246217

Stamatis Cambanis

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)




Related Items

Concomitants of generalized order statistics from bivariate Cambanis family: some information measuresThe Cambanis family of bivariate distributions: Properties and applicationsDiscrete distributions in the extended FGM family: the p.g.f. ApproachA family of bivariate distributions with non-elliptical contoursStochastic representation of FGM copulas using multivariate Bernoulli random variablesRelationships between two extensions of Farlie-Gumbel-Morgenstern distributionMixtures of Farlie-Gumbel-Morgenstern CopulasCOPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSESGenerating Bivariate Uniform Data with a Full Range of Correlations and Connections to Bivariate Binary DataA bivariate geometric distribution allowing for positive or negative correlationHeavy tails and copulas: limits of diversification revisitedAsymptotic analysis of portfolio diversificationMultivariate copulas with quadratic sections in one variableInformation measures in records and their concomitants arising from Sarmanov family of bivariate distributionsAsymptotic results on marginal expected shortfalls for dependent risksOrthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representationInformation measures for order statistics and their concomitants from Cambanis bivariate familyExchangeable FGM copulasStability of expected \(L\)-statistics against weak dependence of observationsRisk aggregation with FGM copulasA new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributionsUnnamed ItemRisk concentration based on expectiles for extreme risks under FGM copulaThe impact on ruin probabilities of the association structure among financial risksPolynomial bivariate copulas of degree five: characterization and some particular inequalitiesA bivariate count model with discrete Weibull marginsOn the construction of multivariate distributions with given nonoverlapping multivariate marginalsAsymptotic results for FGM random sequencesThe F-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variablesA class of symmetric bivariate uniform distributionsReliability characteristics of Farlie–Gumbel–Morgenstern family of bivariate distributionsConcomitants of generalized order statistics from bivariate Cambanis family of distributions under a general settingThe impact on the properties of the EFGM copulas when extending this familyRobustness of Estimation in the Uniform Distribution Under Dependencies in a SampleProbability distributions with given multivariate marginals and given dependence structureNew results on perturbation-based copulasExtreme values in FGM random sequencesParameter estimation of Cambanis-type bivariate uniform distribution with Ranked Set SamplingGeneration of Continuous Multivariate Distributions for Statistical ApplicationsA characterization of joint distribution of two-valued random variables and its applications



Cites Work