Sensitivity to prior independence via farlie-gumbel-morgenstern model

DOI10.1080/03610929508831534zbMath0825.62318OpenAlexW2166459344MaRDI QIDQ4843868

Julián de la Horra, Carmen Fernández

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/portal/en/publications/sensitivity-to-prior-independence-via-farliegumbelmorgenstern-model(e667cf94-7824-48c9-9c95-9509ca47af01).html

zbMATH Keywords

Bayesian robustnessposterior boundsprior independenceFarlie-Gumbel-Morgenstern system

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

A large class of new bivariate copulas and their properties ⋮ Parameterized transformations and truncation: when is the result a copula? ⋮ On the independence between risk profiles in the compound collective risk actuarial model ⋮ A new family of positive quadrant dependent bivariate distributions

Cites Work

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• Sensitivity in Bayesian Statistics: The Prior and the Likelihood
• A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution
• Bayesian Inference with Specified Prior Marginals
• On some generalized farlie-gumbel-morgenstern distributions
• On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations

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