The inverse survival function for multivariate distributions and its application to the product moment

DOI10.1016/j.spl.2018.07.009zbMath1414.62172OpenAlexW2883784364WikidataQ129559895 ScholiaQ129559895MaRDI QIDQ1726708

Haruhiko Ogasawara

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.07.009

zbMATH Keywords

numerical integrationsurvival functioninverse functionalternative expectation formulas

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Related Items (1)

On the moment generating function for random vectors via inverse survival function

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A multivariate extension of Hoeffding's lemma
• Additive properties of skew normal random vectors
• Skewness and the linear discriminant function
• The exact sampling distribution of \(L\)-statistics
• An Introduction to Probability and Statistics
• Bivariate Exponential Distributions
• Product Moments of Multivariate Random Vectors
• A Remark on the Alternative Expectation Formula
• Another Remark on the Alternative Expectation Formula

This page was built for publication: The inverse survival function for multivariate distributions and its application to the product moment