scientific article
From MaRDI portal
Publication:2732679
zbMath0977.62004MaRDI QIDQ2732679
Samuel Kotz, Dominique Drouet Mari
Publication date: 9 August 2001
Full work available at URL: http://ebooks.worldscinet.com/ISBN/9781860949753/toc.shtml
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Measures of association (correlation, canonical correlation, etc.) (62H20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Characterization and structure theory of statistical distributions (62E10)
Related Items (only showing first 100 items - show all)
Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies ⋮ A positive dependence notion based on componentwise unimodality of copulas ⋮ Two symmetric and computationally efficient Gini correlations ⋮ The Cambanis family of bivariate distributions: Properties and applications ⋮ Unnamed Item ⋮ Construction of asymmetric copulas and its application in two-dimensional reliability modelling ⋮ Statistical dependence through common risk factors: With applications in uncertainty analysis ⋮ Fisher information in record values and their concomitants about dependence and correlation parameters ⋮ COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS ⋮ Constructing copula functions with weighted geometric means ⋮ On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk ⋮ Dependence maps, a dimensionality reduction with dependence distance for high-dimensional data ⋮ Stochastic representation of FGM copulas using multivariate Bernoulli random variables ⋮ Strong laws of large numbers for pairwise quadrant dependent random variables ⋮ Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence ⋮ Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe ⋮ Properties and estimation of a bivariate geometric model with locally constant failure rates ⋮ Tests of independence and randomness based on the empirical copula process ⋮ On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation ⋮ Two generalized bivariate FGM distributions and rank reduction ⋮ Estimation of a measure of local correlation for independent samples and time series data ⋮ A new extension of the FGM copula with an application in reliability ⋮ Constructing generalized FGM copulas by means of certain univariate distributions ⋮ Dimension Reduction with Linear Discriminant Functions Based on an Odds Ratio Parameterization ⋮ Heavy tails and copulas: limits of diversification revisited ⋮ On the asymptotic covariance of the multivariate empirical copula process ⋮ Information measures in records and their concomitants arising from Sarmanov family of bivariate distributions ⋮ Modelling multi-output stochastic frontiers using copulas ⋮ A test of independence based on a generalized correlation function ⋮ Correlations in bivariate Pareto distributions ⋮ Dependence analysis of regression models in time series ⋮ Convergence of moment expansions for expectation values with embedded random matrix ensembles and quantum chaos ⋮ Comparison, utility, and partition of dependence under absolutely continuous and singular distributions ⋮ On approximating max-stable processes and constructing extremal copula functions ⋮ Comparison of increasing directionally convex transformations of random vectors with a common copula ⋮ Quotient correlation: a sample based alternative to Pearson's correlation ⋮ Analyzing dependent proportions in cluster randomized trials: modeling inter-cluster correlation via copula function ⋮ On the copula for multivariate extreme value distributions ⋮ Notes on sum-tests and independence tests ⋮ On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions ⋮ Characterizations of symmetric distributions based on Rényi entropy ⋮ Compound Poisson approximations for individual models with dependent risks. ⋮ On the bivariate generalized Gamma-Lindley distribution ⋮ Asymptotic independence of correlation coefficients with application to testing hypothesis of independence ⋮ A double generalized Pareto distribution ⋮ Convex transformation on survival functions and related dependence concepts ⋮ Optimal nonlinear transformations of random variables ⋮ A note on discounted compound renewal sums under dependency ⋮ Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure ⋮ Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas ⋮ Further developments on sufficient conditions for negative dependence of random variables. ⋮ Modeling of claim exceedances over random thresholds for related insurance portfolios ⋮ Asymptotically (in)dependent multivariate maxima of moving maxima process ⋮ A class of multivariate copulas with bivariate Fréchet marginal copulas ⋮ The net Bayes premium with dependence between the risk profiles ⋮ Tolerance intervals for quantiles of bivariate risks and risk measurement ⋮ On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables ⋮ On a general structure of the bivariate FGM type distributions. ⋮ On a new measure of dependence and its applications ⋮ On two families of bivariate distributions with exponential marginals: aggregation and capital allocation ⋮ Transition choice probabilities in logit ⋮ A trivariate Gaussian copula stochastic frontier model with sample selection ⋮ Using fuzzy logic to interpret dependent risks ⋮ Dependent models for observations which include angular ones ⋮ Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models ⋮ On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables ⋮ Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ A new dependence ordering with applications ⋮ Copula directed acyclic graphs ⋮ On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling ⋮ An order-statistics-based method for constructing multivariate distributions with fixed margin\-als ⋮ Measuring stochastic dependence using \(\phi\)-divergence ⋮ The product of two dependent random variables with regularly varying or rapidly varying tails ⋮ Weighted risk capital allocations ⋮ On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables ⋮ Detecting positive quadrant dependence and positive function dependence ⋮ On the dependence structure of order statistics ⋮ A versatile bivariate distribution on a bounded domain: Another look at the product moment correlation ⋮ A class of models for uncorrelated random variables ⋮ Comparisons of concordance in additive models ⋮ Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes ⋮ Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach ⋮ Equilibrium in the two-player, \(k\)-double auction with affiliated private values ⋮ Modelling sample selection using Archimedean copulas ⋮ On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula ⋮ Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ A goodness of fit test for copulas based on Rosenblatt's transformation ⋮ Quantile curves and dependence structure for bivariate distributions ⋮ Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion ⋮ Goodman and Kruskal's gamma coefficient for ordinalized bivariate normal distributions ⋮ Modelling count data via copulas ⋮ A note on generalized Farlie-Gumbel-Morgenstern copulas ⋮ On a characterization of a power distribution ⋮ Local efficiency of a Cramér\,-\,von Mises test of independence ⋮ Order statistics of dependent sequences consisting of two different sets of exchangeable variables ⋮ HIERARCHY OF CORRELATIONS VIA LÜDERS MEASUREMENTS ⋮ Four theorems and a financial crisis ⋮ A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
This page was built for publication: