New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics

DOI10.1080/02664760120047861zbMath0991.62032OpenAlexW2075120110MaRDI QIDQ4540882

Samuel Kotz, Muhammet Bekçi, Ismihan Bayramoglu (Bairamov)

Publication date: 28 July 2002

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760120047861

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Related Items

Concomitants of order statistics and record values from Bairamov-Kotz-Becki-FGM bivariate-generalized exponential distribution ⋮ On concomitants of generalized order statistics from generalized FGM family under a general setting ⋮ Weak max-sum equivalence for dependent heavy-tailed random variables ⋮ The Cambanis family of bivariate distributions: Properties and applications ⋮ Discrete distributions in the extended FGM family: the p.g.f. Approach ⋮ Mixtures of Farlie-Gumbel-Morgenstern Copulas ⋮ FGM generated archimedean copulas with concave multiplicative generators ⋮ A copula-based approach to account for dependence in stress-strength models ⋮ ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS ⋮ Information measures in records and their concomitants arising from Sarmanov family of bivariate distributions ⋮ Concomitants of \(m\)-generalized order statistics from generalized Farlie-Gumbel-Morgenstern distribution family ⋮ The generalized FGM distribution and its application to stereology of extremes. ⋮ A note on discounted compound renewal sums under dependency ⋮ On the copula correlation ratio and its generalization ⋮ The \((n-k+1)\)-out-of-\(n\) concomitant system having \(m\) subcomponents and its reliability ⋮ Tolerance intervals for quantiles of bivariate risks and risk measurement ⋮ Concomitants in a Sequence of Independent Nonidentically Distributed Random Vectors ⋮ Joint characteristic functions construction via copulas ⋮ On a general structure of the bivariate FGM type distributions. ⋮ General properties and concomitants of Morgenstern bivariate gamma distribution and their applications in estimation ⋮ An order-statistics-based method for constructing multivariate distributions with fixed margin\-als ⋮ Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model ⋮ Estimation of parameter of Morgenstern type bivariate exponential distribution using concomitants of order statistics ⋮ The product of two dependent random variables with regularly varying or rapidly varying tails ⋮ Concomitants of generalized order statistics from Farlie-Gumbel-Morgenstern distributions ⋮ Unnamed Item ⋮ On Marshall-Olkin type distribution with effect of shock magnitude ⋮ Concomitants of generalized order statistics under the generalization of Farlie-Gumbel-Morgenstern-type bivariate distributions ⋮ New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function ⋮ Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas ⋮ Stress-strength based on \(m\)-generalized order statistics and concomitant for dependent families. ⋮ A note on generalized Farlie-Gumbel-Morgenstern copulas ⋮ Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures ⋮ On concomitants of dual generalized order statistics from Bairamov–Kotz–Becki Farlie–Gumbel–Morgenstern bivariate distributions ⋮ Estimation of a common mean vector in bivariate meta-analysis under the FGM copula ⋮ Parameter estimation of Cambanis-type bivariate uniform distribution with Ranked Set Sampling ⋮ On concomitants of ordered random variables under general forms of Morgenstern family ⋮ Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics

Cites Work