Truncation invariant dependence structures

DOI10.1080/03610929908832438zbMath0973.62044OpenAlexW2018341772MaRDI QIDQ4935424

Engin A. Sungur

Publication date: 5 December 2001

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

Full work available at URL: https://doi.org/10.1080/03610929908832438

zbMATH Keywords

multivariate normal distributionstruncated distributions3-dimensional distributionsCook-Johnson distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (8)

Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models ⋮ Joint survival probability via truncated invariant copula ⋮ On the preservation of copula structure under truncation ⋮ A multivariate IFR notion based on the multivariate dispersive ordering ⋮ SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS ⋮ Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas ⋮ Copulas with Truncation-Invariance Property ⋮ Bivariate survival models with Clayton aging functions

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