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Folded Bivariate Distributions as Models for Magnitude Correlation
Revstat Statistical Journal, 2023 The concept of magnitude correlation requires the use of folded bivariate distributions. However, apart from the folded bivariate normal and folded bivariate t distributions (of these two only the former has received any real applications), nothing is ...
Emmanuel Afuecheta +2 more
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Mathematics, 2020 We jointly model amount of expenditure for outpatient visits and number of outpatient visits by considering both dependence and simultaneity by proposing a bivariate structural model that describes both variables, specified in terms of their conditional ...
Emilio Gómez-Déniz +1 more
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Power Families of Bivariate Proportional Hazard Models
Mathematics, 2022 In this paper, we propose a general class of bivariate proportional hazard distributions, which is based on the family of asymmetric proportional hazard distributions and the bivariate Pareto copula.
Guillermo Martínez-Flórez +2 more
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Bivariate Distributions Underlying Responses to Ordinal Variables
Psych, 2021 The association between two ordinal variables can be expressed with a polychoric correlation coefficient. This coefficient is conventionally based on the assumption that responses to ordinal variables are generated by two underlying continuous latent ...
Laura Kolbe, Frans Oort, Suzanne Jak
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A New Bivariate Distribution Obtained by Compounding the Bivariate Normal and Geometric Distributions [PDF]
Journal of Statistical Theory and Applications (JSTA), 2017 Recently, Mahmoudi and Mahmoodian [7] introduced a new class of distributions which contains univariate normal–geometric distribution as a special case.
Eisa Mahmoudi, Hamed Mahmoodian
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On Bivariate Exponentiated Extended Weibull Family of Distributions [PDF]
, 2015 In this paper, we introduce a new class of bivariate distributions called the bivariate exponentiated extended Weibull distributions. The model introduced here is of Marshall-Olkin type.
Jafari, Ali Akbar, Roozegar, Rasool
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Bivariate Discrete Poisson–Lindley Distributions
Journal of Statistical Theory and Practice, 2022 Two families of bivariate discrete Poisson-Lindley distributions are introduced. The first is derived by mixing the common parameter in a bivariate Poisson distribution by different models of univariate continuous Lindley distributions. The second is obtained by generalizing a bivariate binomial distribution with respect to its exponent when it follows
H. Papageorgiou, Maria Vardaki
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Statistica, 2018 Copulas are used to specify dependence between two or more random variables. The last few years have seen a surge of developments of parametric models for copulas.
Saralees Nadarajah +2 more
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A Generator of Bivariate Distributions: Properties, Estimation, and Applications
Mathematics, 2020 In 2020, El-Morshedy et al. introduced a bivariate extension of the Burr type X generator (BBX-G) of distributions, and Muhammed presented a bivariate generalized inverted Kumaraswamy (BGIK) distribution.
Manuel Franco +2 more
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Bivariate Gamma Distributions for Image Registration and Change Detection [PDF]
, 2007 This paper evaluates the potential interest of using bivariate gamma distributions for image registration and change detection. The first part of this paper studies estimators for the parameters of bivariate gamma distributions based on the maximum ...
Chatelain, Florent +3 more
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