Construction of non-exchangeable bivariate distribution functions

From MaRDI portal
Publication:840959

DOI10.1007/s00362-007-0064-5zbMath1309.60006OpenAlexW1969771525MaRDI QIDQ840959

Fabrizio Durante

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0064-5




Related Items

A comprehensive extension of the FGM copulaEstimation of high-order moment-independent importance measures for Shapley value analysisUnnamed ItemCopula regression spline models for binary outcomesBivariate copula additive models for location, scale and shapeShock models with dependence and asymmetric linkagesCopula directional dependence of discrete time series marginalsLog-concavity and other concepts of bivariate increasing failure rate distributionsEstimating the parameters of a dependent model and applying it to environmental data set\(D_s\)-optimality in copula modelsMeasures of radial asymmetry for bivariate random vectorsMeasures of non-exchangeability for bivariate random vectorsSymmetry of functions and exchangeability of random variablesDependence properties of bivariate distributions with proportional (reversed) hazards marginalsOn structural properties of an asymmetric copula family and its statistical implicationBest-possible bounds on the set of copulas with given degree of non-exchangeabilitySome results on a transformation of copulas and quasi-copulasDependence properties and Bayesian inference for asymmetric multivariate copulasA generalized bivariate lifetime distribution based on parallel-series structuresAsymmetric Copulas and Their Application in Design of ExperimentsAnalysis of directional dependence using asymmetric copula-based regression modelsGoodness-of-fit test of copula functions for semi-parametric univariate time series models


Uses Software


Cites Work