Search
Menu
All issues Volume 6 (2023) 4open, 6 (2023) 2 References
Issue
4open
Volume 6, 2023
Statistical Inference in Markov Processes and Copula Models
Article Number 2
Number of page(s) 7
Section Mathematics - Applied Mathematics
DOI https://doi.org/10.1051/fopen/2023001
Published online 14 February 2023
  1. de Finetti B (1929), Funzione caratteristica di un fenomeno aleatorio, in Atti del Congresso Inter nazionale dei Matematici: Bologna del 3 al 10 de settembre di 1928, Vol. 6 (Comunicazioni, sezione IV (A)-V-VII), pp. 179–190. [Google Scholar]
  2. Hewitt E, Savage LJ (1955), Symmetric measures on Cartesian products. Trans Am Math Soc 80, 2, 470–501. https://doi.org/10.2307/1992999. [CrossRef] [Google Scholar]
  3. Aldous DJ (1985), Exchangeability and related topics, in: P.L. Hennequin (Ed.), École d'Été de Probabilités de Saint-Flour XIII – 1983, Vol. 1117, Lecture Notes in Mathematics, Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099421. [Google Scholar]
  4. Mai J-F (2020), The infinite extendibility problem for exchangeable real-valued random vectors. Probab Surv 17, 677–753. https://doi.org/10.1214/19-PS336. [Google Scholar]
  5. Rodríguez-Lallena JA, Úbeda-Flores M (2004), A new class of bivariate copulas. Stat Probab Lett 66, 3, 315–325. https://doi.org/10.1016/j.spl.2003.09.010. [CrossRef] [Google Scholar]
  6. Nelsen RB (2006), An introduction to copulas, Springer-Verlag, New York. https://doi.org/10.1007/0-387-28678-0. [Google Scholar]
  7. Eyraud H (1938), Les principes de la mesure des correlations. Ann Univ Lyon Series A 1, 30–47. [Google Scholar]
  8. Ali MM, Mikhail NN, Haq MS (1978), A class of bivariate distributions including the bivariate logistic. J Multivar Anal 8, 3, 405–412. https://doi.org/10.1016/0047-259X(78)90063-5. [CrossRef] [Google Scholar]
  9. Hougaard P (1986), A class of multivariate failure time distributions. Biometrika 73, 3, 671–678. https://doi.org/10.1093/biomet/73.3.671. [Google Scholar]
  10. Quesada-Molina JJ, Rodríguez-Lallena JA (1995), Bivariate copulas with quadratic sections. J Nonparametr Statist 5, 4, 323–337. https://doi.org/10.1080/10485259508832652. [CrossRef] [Google Scholar]
  11. Nelsen RB, Quesada-Molina JJ, Rodríguez-Lallena JA (1997), Bivariate copulas with cubic sections. J Nonparametr Statist 7, 3, 205–220. https://doi.org/10.1080/10485259708832700. [CrossRef] [Google Scholar]
  12. Lai CD, Xie M (2000), A new family of positive quadrant dependent bivariate distributions. Stat Probab Lett 46, 4, 359–364. https://doi.org/10.1016/S0167-7152(99)00122-4. [CrossRef] [Google Scholar]
  13. Amblard C, Girard S (2002), Symmetry and dependence properties within a semiparametric family of bivariate copulas. J Nonparametr Statist 14, 6, 715–727. https://doi.org/10.1080/10485250215322. [CrossRef] [Google Scholar]
  14. García JE, González-López VA, Nelsen RB (2016), The structure of the class of maximum Tsallis–Havrda–Chavát Entropy Copulas. Entropy 18, 7, 264. https://doi.org/10.3390/e18070264. [CrossRef] [Google Scholar]
  15. Fernández M, González-López VA, Rifo LR (2015), A note on conjugate distributions for copulas. Math Methods Appl Sci 38, 18, 4797–4803. https://doi.org/10.1002/mma.3394. [CrossRef] [Google Scholar]
  16. Clayton DG (1978), A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence. Biometrika 65, 1, 141–151. https://doi.org/10.1093/biomet/65.1.141. [CrossRef] [Google Scholar]
  17. Joe H (2014), Dependence modeling with copulas. Chapman and Hall/CRC, New York. https://doi.org/10.1201/b17116. [CrossRef] [Google Scholar]
  18. O’Neill B (2009), Exchangeability, correlation, and bayes’ effect. Int Stat Rev 77, 2, 241–250. https://doi.org/10.1111/j.1751-5823.2008.00059.x. [CrossRef] [Google Scholar]