A new family of positive quadrant dependent bivariate distributions
By Chin Diew Lai, Min Xie. 2000
100 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/3aa454ea58ac139fd49f5c4598f43691ab941814
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Engin A. Sungur
- Stéphane Girard
- Cécile Amblard
- Samuel Kotz
- Laurent Gardes
- Gauss Moutinho Cordeiro
- Saralees Nadarajah
- Filippo Domma
In Management Science and Operations Research
In Statistics and Probability
- Engin A. Sungur
- Stéphane Girard
- Cécile Amblard
- Samuel Kotz
- I. Bairamov
- Gauss Moutinho Cordeiro
- Laurent Gardes
- Edwin M. M. Ortega
Citations in the corpus
- A new extension of bivariate FGM copulas (2009, background): “Consequently, this sub-family also includes the FGM family (1), the parametric family of symmetric copulas with cubic sections proposed in Nelsen et al. (1997), Eq. (4.4), both kernel families (3) and (4) introduced in Huang and Kotz (1999), and the PQD copulas (5) introduced in Lai and Xie (2000) ”
- A Note on Directional Dependence in Regression Setting (2005, background): “Some special cases of this type of copulas have been extensively studied by Rodríguez-Lallena and Úbeda-Flores (2004), Bairamov and Kotz (2002), and Lai and Xie (2000).”
- New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics (2001, background): “…y) 5 FX(x)FY(y) + w(x, y) for all x and y with non-negative w(x, y) satisfying certain regularity conditions ensuring that F(x, y) is a d.f. Lai & Xie (2000) consider a bivariate function C(u, v) 5 uv + w(u, v) 5 uv + a ubvb(1 2 u)a(1 2 v)a , a, b > 1, 0 u, v 1 and prove that C(u, v)…”