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Volumn 35, Issue 2, 2001, Pages 205-224

The sarmanov family and its generalization

Author keywords

Admissible range; Bivariate distribution; Correlation structure; Farlie Gumbel Morgenstern class of distribution; Sarmanov class

Indexed keywords


EID: 2342460754     PISSN: 0038271X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (21)

References (18)
  • 2
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    • New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
    • BAIRAMOV, I.G., KOTZ, S. & BEKÇI, M. (2001). New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics. Journal of Applied Statistics, Vol. 28, No. 5, 521-536.
    • (2001) Journal of Applied Statistics , vol.28 , Issue.5 , pp. 521-536
    • Bairamov, I.G.1    Kotz, S.2    Bekçi, M.3
  • 5
    • 0000142070 scopus 로고
    • The performance of some correlation coefficients for a general bivariate distribution
    • FARLIE, D.J.G. (1960). The performance of some correlation coefficients for a general bivariate distribution. Biometrika, 47, 307-323.
    • (1960) Biometrika , vol.47 , pp. 307-323
    • Farlie, D.J.G.1
  • 6
    • 84947392091 scopus 로고
    • Bivariate exponential distributions
    • GUMBEL, E.J. (1960). Bivariate exponential distributions. Journ. Amer Statist. Association, 55, 698-707.
    • (1960) Journ. Amer Statist. Association , vol.55 , pp. 698-707
    • Gumbel, E.J.1
  • 8
    • 0000447771 scopus 로고    scopus 로고
    • On dependence of risks and stop-loss premiums
    • HU, T & WU, Z. (1999). On dependence of risks and stop-loss premiums. Insurance: Mathematics and Economics, 24, 323-332.
    • (1999) Insurance: Mathematics and Economics , vol.24 , pp. 323-332
    • Hu, T.1    Wu, Z.2
  • 9
    • 0000955377 scopus 로고
    • Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
    • HUANG, J.S. & KOTZ, S. (1984). Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions, Biometrika, 71, 633-636.
    • (1984) Biometrika , vol.71 , pp. 633-636
    • Huang, J.S.1    Kotz, S.2
  • 10
    • 0033475224 scopus 로고    scopus 로고
    • Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb
    • HUAṄG, J.S. & KOTZ, S. (1999). Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb. Metrika, 49, 135-145.
    • (1999) Metrika , vol.49 , pp. 135-145
    • Huang, J.S.1    Kotz, S.2
  • 11
    • 84963388651 scopus 로고
    • On some generalized Farlie-Gumbel-Morgenstern distributions
    • JOHNSON, N.L. & KOTZ, S. (1975). On some generalized Farlie-Gumbel-Morgenstern distributions. Comm. Statist., 4, 415-427.
    • (1975) Comm. Statist. , vol.4 , pp. 415-427
    • Johnson, N.L.1    Kotz, S.2
  • 13
    • 84948283736 scopus 로고
    • On some generalized Farlie-Gumbel-Morgenstern distributions-II: Regression, correlation and further generalizations
    • JOHNSON, N.L. & KOTZ, S. (1977). On some generalized Farlie-Gumbel-Morgenstern distributions-II: Regression, correlation and further generalizations. Comm. Statist., 6, 485-496.
    • (1977) Comm. Statist. , vol.6 , pp. 485-496
    • Johnson, N.L.1    Kotz, S.2
  • 14
    • 0012062920 scopus 로고    scopus 로고
    • A new family of positive quadrant dependent bivariate distributions
    • LAI, C.D. & XIE, M. (2000). A new family of positive quadrant dependent bivariate distributions. Statist. Probab. Letters, 46, 359-364.
    • (2000) Statist. Probab. Letters , vol.46 , pp. 359-364
    • Lai, C.D.1    Xie, M.2
  • 15
    • 0002388693 scopus 로고    scopus 로고
    • Properties and applications of the Sarmanov family of bivariate distributions
    • LEE, M.L.T (1996). Properties and applications of the Sarmanov family of bivariate distributions. Comm. Statist.-Theory Meth., 25(6), 1207-1222.
    • (1996) Comm. Statist.-Theory Meth. , vol.25 , Issue.6 , pp. 1207-1222
    • Lee, M.L.T.1
  • 18
    • 2342593007 scopus 로고
    • Generalized normal coefficient and two dimensional Frechet classes
    • SARMANOV O.V (1966). Generalized normal coefficient and two dimensional Frechet classes. Doklady (Sovyet Mathematics), Tom 168, 596-599.
    • (1966) Doklady (Sovyet Mathematics) , vol.168 , pp. 596-599
    • Sarmanov, O.V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.