On concordance measures for discrete data and dependence properties of Poisson model.
Bouezmarni, Taoufik, Mesfioui, Mhamed, Tajar, Abdelouahid (2009)
Journal of Probability and Statistics
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Bouezmarni, Taoufik, Mesfioui, Mhamed, Tajar, Abdelouahid (2009)
Journal of Probability and Statistics
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Manuel Úbeda-Flores (2008)
Kybernetika
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In this paper we study some properties of the distribution function of the random variable C(X,Y) when the copula of the random pair (X,Y) is M (respectively, W) – the copula for which each of X and Y is almost surely an increasing (respectively, decreasing) function of the other –, and C is any copula. We also study the distribution functions of M(X,Y) and W(X,Y) given that the joint distribution function of the random variables X and Y is any copula.
Sayed Mohsen Mirhosseini, Mohammad Amini, Ali Dolati (2015)
Applications of Mathematics
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In this paper, we study a general structure for the so-called Farlie-Gumbel-Morgenstern (FGM) family of bivariate distributions. Through examples we show how to use the proposed structure to study dependence properties of the FGM type distributions by a general approach.
B. Schweizer, A. Sklar (1974)
Studia Mathematica
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Vernic, Raluca (2001)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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Mario V. Wüthrich (2004)
Annales de l'I.H.P. Probabilités et statistiques
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