Results 1 to 10 of about 31 (30)

Measures of concordance determined by D4‐invariant copulas

International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 70, Page 3867-3875, 2004., 2004
A continuous random vector (X, Y) uniquely determines a copula C : [0, 1] 2 → [0, 1] such that when the distribution functions of X and Y are properly composed into C, the joint distribution function of (X, Y) results. A copula is said to be D4‐invariant if its mass distribution is invariant with respect to the symmetries of the unit square.
H. H. Edwards, P. Mikusiński, M. D. Taylor   +2 more
wiley   +1 more source

Characterizations of multinomial distributions based on conditional distributions

International Journal of Mathematics and Mathematical Sciences, Volume 19, Issue 3, Page 595-602, 1996., 1994
Several characterizations of the joint multinomial distribution of two discrete random vectors are derived assuming conditional multinomial distributions.
Khoan T. Dinh, Truc T. Nguyen, Yining Wang   +2 more
wiley   +1 more source

A characterization of matrix variate normal distribution

International Journal of Mathematics and Mathematical Sciences, Volume 17, Issue 2, Page 341-346, 1994., 1993
The joint normality of two random vectors is obtained based on normal conditional with linear regression and constant covariance matrix of each vector given the value of the other without assuming the existence of the joint density. This result is applied to a characterization of matrix variate normal distribution.
Khoan T. Dinh, Truc T. Nguyen
wiley   +1 more source

Some functionals for copulas

International Journal of Mathematics and Mathematical Sciences, Volume 14, Issue 1, Page 45-53, 1991., 1990
In this paper we study some functionals operating on the set of the n‐copulas defined on [0, 1] n. Conditions under which such functionals are well defined are determined and some counterexamples are described. The study of the fixed points (n‐copulas) for these functionals is also considered, and, finally, some open problems are presented.
C. Alsina, A. Damas, J. J. Quesada
wiley   +1 more source

On a conditional Cauchy functional equation of several variables and a characterization of multivariate stable distributions

, 1992
International Journal of Mathematics and Mathematical Sciences, Volume 16, Issue 1, Page 165-168, 1993.
Arjun K. Gupta, Truc T. Nguyen, Wei-Bin Zeng   +2 more
wiley   +1 more source

An Alternative Type II Claims Pareto Model for Reliability and Bimodal Risk Analysis: Copulas, Properties, Mathematical Modeling, and Actuarial Case Study

Journal of Mathematics, Volume 2025, Issue 1, 2025.
This article aims to present a new type‐II claims Pareto extension for statistical reliability and actuarial analysis. The new probabilistic density can be simplified in terms of the baseline densities. Some new bivariate types were developed under some copula approaches.
Atef F. Hashem, Haitham M. Yousof, M. A. Abdelkawy, M. A. Abd Elgawad, Abdisalam Hassan Muse, Mohamed G. Khalil, Pramita Mishra   +6 more
wiley   +1 more source

On Complex Matrix-Variate Dirichlet Averages and Its Applications in Various Sub-Domains. [PDF]

Entropy (Basel), 2023
Thankamani P, Sebastian N, Haubold HJ.
europepmc   +1 more source

Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness. [PDF]

Test (Madr), 2022
Ascorbebeitia J, Ferreira E, Orbe S.
europepmc   +1 more source

Linear Wavelet-Based Estimators of Partial Derivatives of Multivariate Density Function for Stationary and Ergodic Continuous Time Processes. [PDF]

Entropy (Basel)
Didi S, Bouzebda S.
europepmc   +1 more source