A note on the Sarmanov bivariate distributions

DOI10.1016/J.AMC.2011.01.087zbMath1226.62054OpenAlexW2035257774MaRDI QIDQ648233

Gwo Dong Lin, Jin-Sheng Huang

Publication date: 22 November 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.01.087

zbMATH Keywords

characterizationmaximum correlationFGM distributionchi-square divergence

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (3)

Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns ⋮ Recent developments on the construction of bivariate distributions with fixed marginals ⋮ A note on generalized Farlie-Gumbel-Morgenstern copulas

Cites Work

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• On some generalized farlie-gumbel-morgenstern distributions
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• Properties and applications of the sarmanov family of bivariate distributions

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