A new class of copulas having dependence range larger than FGM-type copulas
Fuente:
arXiv
Saved in:
| Main Authors: | Zachariah, Swaroop Georgy, Arshad, Mohd., Pathak, Ashok Kumar |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Multivariate Information Measures: A Copula-based Approach
by: Arshad, Mohd., et al.
Published: (2024)
by: Arshad, Mohd., et al.
Published: (2024)
Dependence and Uncertainty: Information Measures using Tsallis Entropy
by: Zachariah, Swaroop Georgy, et al.
Published: (2025)
by: Zachariah, Swaroop Georgy, et al.
Published: (2025)
Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models
by: Ali, Alam, et al.
Published: (2024)
by: Ali, Alam, et al.
Published: (2024)
On bivariate lower semilinear copulas and the star product
by: Maislinger, Lea, et al.
Published: (2024)
by: Maislinger, Lea, et al.
Published: (2024)
Power-divergence copulas: A new class of Archimedean copulas, with an insurance application
by: Pearse, Alan R., et al.
Published: (2025)
by: Pearse, Alan R., et al.
Published: (2025)
Reliability estimation in dependent stress-strength model with Clayton copula and modified Weibull margins
by: Kızılaslan, Fatih
Published: (2026)
by: Kızılaslan, Fatih
Published: (2026)
Measures of non-simplifyingness for conditional copulas and vines
by: Derumigny, Alexis
Published: (2025)
by: Derumigny, Alexis
Published: (2025)
On a copula product linking Wasserstein correlations and rearranged dependence measures
by: Ansari, Jonathan
Published: (2026)
by: Ansari, Jonathan
Published: (2026)
Bivariate measure-inducing quasi-copulas
by: Stopar, Nik
Published: (2024)
by: Stopar, Nik
Published: (2024)
Best-possible bounds on the set of copulas with a given value of Gini's gamma
by: Úbeda-Flores, Manuel
Published: (2025)
by: Úbeda-Flores, Manuel
Published: (2025)
The empirical copula process in high dimensions: Stute's representation and applications
by: Bücher, Axel, et al.
Published: (2024)
by: Bücher, Axel, et al.
Published: (2024)
Causal inference with ordinal outcomes: copula-based identification, estimation and sensitivity analysis
by: He, Peiyu, et al.
Published: (2026)
by: He, Peiyu, et al.
Published: (2026)
Bayesian nonparametric copulas with tail dependence
by: Ausín, Maria Concepción, et al.
Published: (2025)
by: Ausín, Maria Concepción, et al.
Published: (2025)
Semiparametric copula-based quantile regression for semicontinuous outcomes with application to healthcare data
by: Lyu, Guanjie, et al.
Published: (2026)
by: Lyu, Guanjie, et al.
Published: (2026)
Exact upper bound for copulas with a given diagonal section
by: Bukovšek, Damjana Kokol, et al.
Published: (2023)
by: Bukovšek, Damjana Kokol, et al.
Published: (2023)
Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions
by: Levine, Michael, et al.
Published: (2023)
by: Levine, Michael, et al.
Published: (2023)
Efficient importance sampling for copula models
by: Cheng, Siang, et al.
Published: (2025)
by: Cheng, Siang, et al.
Published: (2025)
Test for independence of long-range dependent time series using distance covariance
by: Betken, Annika, et al.
Published: (2021)
by: Betken, Annika, et al.
Published: (2021)
Depth Patterns and their Applications in Animal Tracking
by: Betken, Annika, et al.
Published: (2024)
by: Betken, Annika, et al.
Published: (2024)
Quantifying and testing dependence to categorical variables
by: Hörmann, Siegfried, et al.
Published: (2025)
by: Hörmann, Siegfried, et al.
Published: (2025)
An ordering for the strength of functional dependence
by: Ansari, Jonathan, et al.
Published: (2025)
by: Ansari, Jonathan, et al.
Published: (2025)
Freedom in constructing quasi-copulas vs. copulas
by: Omladič, Matjaž, et al.
Published: (2024)
by: Omladič, Matjaž, et al.
Published: (2024)
Extending multivariate sub-quasi-copulas
by: Bukovšek, Damjana Kokol, et al.
Published: (2023)
by: Bukovšek, Damjana Kokol, et al.
Published: (2023)
Directional $ρ$-coefficients
by: de Amo, Enrique, et al.
Published: (2025)
by: de Amo, Enrique, et al.
Published: (2025)
A Family of Quantile Dependence Coefficients
by: Dastbaravarde, A., et al.
Published: (2024)
by: Dastbaravarde, A., et al.
Published: (2024)
Location and association measures for interval-valued data based on Mallows' distance
by: Oliveira, M. Rosário, et al.
Published: (2024)
by: Oliveira, M. Rosário, et al.
Published: (2024)
Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)
by: Lyu, Guanjie, et al.
Published: (2026)
Inference on testing the number of spikes in a high-dimensional generalized spiked Fisher matrix
by: Wang, Rui, et al.
Published: (2024)
by: Wang, Rui, et al.
Published: (2024)
On the class of exponential statistical structures of type B
by: Volkov, Oleksandr, et al.
Published: (2025)
by: Volkov, Oleksandr, et al.
Published: (2025)
Characterizing extremal dependence on a hyperplane
by: Wan, Phyllis
Published: (2024)
by: Wan, Phyllis
Published: (2024)
Azadkia-Chatterjee's dependence coefficient for infinite dimensional data
by: Hörmann, Siegfried, et al.
Published: (2024)
by: Hörmann, Siegfried, et al.
Published: (2024)
Randomization Tests for Conditional Group Symmetry
by: Chiu, Kenny, et al.
Published: (2024)
by: Chiu, Kenny, et al.
Published: (2024)
Bayesian copula-based spatial random effects models for inference with complex spatial data
by: Pearse, Alan, et al.
Published: (2025)
by: Pearse, Alan, et al.
Published: (2025)
A new flexible class of kernel-based tests of independence
by: Cuparić, Marija, et al.
Published: (2024)
by: Cuparić, Marija, et al.
Published: (2024)
Characterization of multi-way binary tables with uniform margins and fixed correlations
by: Fontana, Roberto, et al.
Published: (2026)
by: Fontana, Roberto, et al.
Published: (2026)
Spectral analysis of spatial-sign covariance matrices for heavy-tailed data with dependence
by: Chen, Hantao, et al.
Published: (2025)
by: Chen, Hantao, et al.
Published: (2025)
Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)
by: Daayeb, Hanen, et al.
Published: (2025)
On the Bernstein-smoothed lower-tail Spearman's rho estimator
by: Ouimet, Frédéric, et al.
Published: (2025)
by: Ouimet, Frédéric, et al.
Published: (2025)
A robust Likelihood Ratio Test for high-dimensional MANOVA -- with excellent performance
by: Coelho, Carlos A.
Published: (2025)
by: Coelho, Carlos A.
Published: (2025)
Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)
by: Gaunt, Robert E., et al.
Published: (2026)
Similar Items
-
Multivariate Information Measures: A Copula-based Approach
by: Arshad, Mohd., et al.
Published: (2024) -
Dependence and Uncertainty: Information Measures using Tsallis Entropy
by: Zachariah, Swaroop Georgy, et al.
Published: (2025) -
Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models
by: Ali, Alam, et al.
Published: (2024) -
On bivariate lower semilinear copulas and the star product
by: Maislinger, Lea, et al.
Published: (2024) -
Power-divergence copulas: A new class of Archimedean copulas, with an insurance application
by: Pearse, Alan R., et al.
Published: (2025)