A new family of positive quadrant dependent bivariate distributions

DOI10.1016/S0167-7152(99)00122-4zbMath0943.62043MaRDI QIDQ1970830

Yanyan Li

Publication date: 21 March 2000

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

zbMATH Keywords

bivariate distributionspositive quadrant dependentbivariate dependence orderingF-G-M copula

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites Work

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• On measures of association as measures of positive dependence
• An introduction to copulas. Properties and applications
• Positive dependence orderings
• The performance of some correlation coefficients for a general bivariate distribution
• Time on trial estimates with bivariate risks
• Sensitivity to prior independence via farlie-gumbel-morgenstern model
• Some Concepts of Dependence

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