𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A new extension of bivariate FGM copulas

✍ Scribed by Cécile Amblard; Stéphane Girard


Book ID
105856838
Publisher
Springer
Year
2008
Tongue
English
Weight
213 KB
Volume
70
Category
Article
ISSN
0026-1335

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Distribution functions of copulas: a cla
✍ Roger B. Nelsen; José Juan Quesada-Molina; José Antonio Rodrı́guez-Lallena; Manu 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 103 KB

We discuss a two-dimensional analog of the probability integral transform for bivariate distribution functions H1 and H2, i.e., the distribution function of the random variable H1(X; Y ) given that the joint distribution function of the random variables X and Y is H2. We study the case when H1 and H

A Class of Goodness of Fit Tests for a C
✍ Per K. Andersen; Claus T. Ekstrøm; John P. Klein; Youyi Shu; Mei-Jie Zhang 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 152 KB 👁 2 views

The copula of a bivariate distribution, constructed by making marginal transformations of each component, captures all the information in the bivariate distribution about the dependence between two variables. For frailty models for bivariate data the choice of a family of distributions for the rando