A new family of copulas based on probability generating functions
From MaRDI portal
Publication:6610434
DOI10.1515/ms-2024-0076zbMATH Open1547.62073MaRDI QIDQ6610434
Swaroop Georgy Zachariah, A. K. Pathak, Mohd. Arshad
Publication date: 25 September 2024
Published in: Mathematica Slovaca (Search for Journal in Brave)
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Dependence properties of bivariate distributions with proportional (reversed) hazards marginals
- Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
- Constructing copula functions with weighted geometric means
- Modelling bivariate lifetime data using copula
- Discrete Mittag-Leffler distributions
- Construction of copulas with hairpin support
- On concomitants of generalized order statistics from generalized FGM family under a general setting
- An extension of the Gumbel-Barnett family of copulas
- A note on generalized Farlie-Gumbel-Morgenstern copulas
- Forecasting time series with multivariate copulas
- On a new absolutely continuous bivariate generalized exponential distribution
- Test of fit for Marshall-Olkin distributions with applications
- A method to obtain new copulas from a given one
- Correlation and dependence
- Copula modeling: An introduction for practitioners
- Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas
- Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics
- Bivariate Exponential Distributions
- The performance of some correlation coefficients for a general bivariate distribution
- SOME NEW RESULTS ON WEIGHTED GEOMETRIC MEAN FOR COPULAS
- Continuous Bivariate Distributions
- A continuous general multivariate distribution and its properties
- Order Statistics of Samples from Multivariate Distributions
- A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
- An introduction to copula-based bivariate reliability Concepts
- A bivariate inverse Weibull distribution and its application in complementary risks model
- A bivariate generalized linear exponential distribution: properties and estimation
- A Compendium of Copulas
- Principles of Copula Theory
- A generalized bivariate exponential distribution
- Univariate Discrete Distributions
- On a Measure of Dependence Between two Random Variables
- Branching Processes
- Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
- Modeling bivariate data using linear exponential and Weibull distributions as marginals
- A new class of copulas having dependence range larger than FGM-type copulas
- Risk aggregation with FGM copulas
- A revisit of the modified Celebioglu-Cuadras copula
This page was built for publication: A new family of copulas based on probability generating functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6610434)