On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions

By M. Shubina, M. Lee. 2004

46 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/dd5da7da3bfc583a2467f521f1fb372d72e1b5f9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Stéphane Girard
2. Cécile Amblard
3. Laurent Gardes
4. Gilles Stupfler
5. Armelle Guillou

In Statistics and Probability

1. Stéphane Girard
2. Cécile Amblard
3. Laurent Gardes
4. Armelle Guillou
5. Gilles Stupfler

Citations in the corpus

• A new extension of bivariate FGM copulas (2009, background): “Properties of Sarmanov copulas are studied in [16,27].”