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A measure of mutual complete dependence

Siburg, Karl; Stoimenov, Pavel - In: Metrika 71 (2010) 2, pp. 239-251

Persistent link: https://www.econbiz.de/10008591063

Non-exchangeability of negatively dependent random variables

Durante, Fabrizio; Papini, Pier - In: Metrika 71 (2010) 2, pp. 139-149

Persistent link: https://www.econbiz.de/10008591067

A new extension of bivariate FGM copulas

Amblard, Cécile; Girard, Stéphane - In: Metrika 70 (2009) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10004999453

A method to obtain new copulas from a given one

Morillas, Patricia Mariela - In: Metrika 61 (2005) 2, pp. 169-184

C are studied. Some basic properties of the copulas obtained in this way are analyzed and several examples of generator … functions φ that can be used to construct copulas C<Subscript> φ </Subscript> are presented. In this manner, a method to obtain … from a given copula C a variety of new copulas is provided. This method generalizes that used to construct Archimedean …

Persistent link: https://www.econbiz.de/10005178960

Regression analysis and dependence

González-Barrios, José M.; Ruiz-Velasco, Silvia - In: Metrika 61 (2005) 1, pp. 73-87

In this paper we study the relationship between regression analysis and a multivariate dependency measure. If the general regression model Y=f([InlineMediaObject not available: see fulltext.]) holds for some function f, where 1≤i <Subscript>1</Subscript> i <Subscript>2</Subscript>···i <Subscript> m </Subscript> ≤k, and X <Subscript>1</Subscript>,...,X <Subscript> k </Subscript> is a set of possible...</subscript></subscript></subscript></subscript></subscript>

Persistent link: https://www.econbiz.de/10005602816

A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders

Pellerey, Franco; Zalzadeh, Saeed - In: Metrika 78 (2015) 4, pp. 399-414

<Para ID="Par1">In order to take into account any possible dependence between alternatives in optimization problems … on the survival copula describing the dependence among the compared variables such that the standard stochastic orders …

Persistent link: https://www.econbiz.de/10011241007

Dependence properties of bivariate distributions with proportional (reversed) hazards marginals

Dolati, A.; Amini, M.; Mirhosseini, S. - In: Metrika 77 (2014) 3, pp. 333-347

marginals. Various dependence properties of the proposed models are studied through their copulas. Copyright Springer …

Persistent link: https://www.econbiz.de/10010896474