A class of models for uncorrelated random variables

DOI10.1016/j.jmva.2010.03.011zbMath1190.62105OpenAlexW1992490786MaRDI QIDQ979239

Ehsan S. Soofi, Nader Ebrahimi, Gholamhossein G. Hamedani, Hans W. Volkmer

Publication date: 25 June 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://epublications.marquette.edu/mscs_fac/9

zbMATH Keywords

convolutionmutual informationKendall's taudependenceSpearman's rhostochastic equivalenceFarlie-Gumbel-Morgensternsub-independence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10)

Related Items

Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes, Semiparametric identification of the bid-ask spread in extended Roll models, Bayesian Instrumental Variables: Priors and Likelihoods, Comparison, utility, and partition of dependence under absolutely continuous and singular distributions, Unnamed Item, Convolution without independence, On dynamic mutual information for bivariate lifetimes, MODELS BASED ON PARTIAL INFORMATION ABOUT SURVIVAL AND HAZARD GRADIENT, Sub-Independence: An Expository Perspective

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A fixed point theorem and its application to the central limit theorem
• An introduction to copulas.
• Constructing generalized FGM copulas by means of certain univariate distributions
• Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence
• A new class of bivariate copulas.
• Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions
• A dependent bivariate \(t\) distribution with marginals on different degrees of freedom
• Solution to a functional equation and its application to stable and stable-type distributions
• Continuous Bivariate Distributions
• On the Determination of the Bivariate Normal Distribution from Distributions of Linear Combinations of the Variables
• General conditional specification models
• New Families of Copulas Based on Periodic Functions