Results 141 to 150 of about 187 (166)

Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation

Insurance: Mathematics and Economics, 2013
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Cossette, Hélène, Côté, Marie-Pier, Marceau, Etienne, Moutanabbir, Khouzeima   +3 more
openaire   +2 more sources

On concomitants of order statistics from Farlie-Gumbel-Morgenstern bivariate Lomax distribution and its application in estimation

2017
Summary: In this paper, we have dealt with the distribution theory of concomitants of order statistics arising from Farlie-Gumbel-Morgenstern bivariate Lomax distribution. We have discussed the estimation of the parameters associated with the distribution of the variable \(Y\) of primary interest, based on the ranked set sample defined by ordering the ...
Philip, Anne, Thomas, P. Yageen
openaire   +2 more sources

Farlie-Gumbel-Morgenstern Bivariate Exponentaited Weibull Distribution with Applications

التجارة والتمويل, 2023
amal Fakhry, Mervat Mahdy, Zohdy M. Nofal   +2 more
openaire   +1 more source

Correlation structure in Farlie-Gumbel-Morgenstern distributions

Biometrika, 1978
Schucany, William R., Parr, William C., Boyer, John E.   +2 more
openaire   +2 more sources

Measures of information in order statistics and their concomitants for the single iterated Farlie–Gumbel–Morgenstern bivariate distribution

Mathematical Population Studies, 2021
Haroon Barakat
exaly  

On the Bivariate Farlie-Gumbel-Morgenstern Distribution with Alternative Composite Exponential-Pareto Marginals

2023
Catalina Bolancé, Raluca Vernic, Adrian Bâcă   +2 more
openaire   +1 more source

Extropy Based on Concomitants of Order Statistics in Farlie-Gumbel-Morgenstern Family for Random Variables Representing Past Life

Axioms, 2023
Irshad M R, Amer Ibrahim Al-Omari, Ghadah Alomani   +2 more
exaly  

FISHER INFORMATION IN THE FARLIE-GUMBEL-MORGENSTERN TYPE BIVARIATE EXPONENTIAL DISTRIBUTION

2002
H. N. Nagaraja, Z. A. Abo-Eleneen
openaire   +1 more source

Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes

Statistics and Probability Letters, 1997
Toshio Mikami
exaly  

On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails

Communications in Statistics Part B: Simulation and Computation, 2020
Shanchao Yang, Guo-Dong Xing
exaly