AbstractThe local dependence function is constant for the bivariate normal distribution. Here we identify all other distributions which also have constant local dependence. The key property is exponential family conditional distributions and a linear conditional mean. When given two marginal distributions only, this characterisation is not very helpful, and numerical solutions are necessary
International audienceA new ordering for nonmonotone dependence is proposed, and a method is present...
In this paper we discuss various definitions of bivariate reversed hazard rate and their properties....
The tail behaviour of many bivariate distributions with unit Fréchet margins can be characterised by...
AbstractThe local dependence function is constant for the bivariate normal distribution. Here we ide...
In this paper, some concepts of negative dependence for bivariate distributions, especially hazard ...
We follow the ideas of measuring strength of dependence between random events, presented at two prev...
Models characterizing the asymptotic dependence structures of bivariate distributions have been intr...
In this talk, local dependence and stochastic orderings of random variables or their distribution fu...
In several previous publications we developed an idea how probability tools can be used to measure s...
The paper considers the problem of estimating the dependence function of a bivariate extreme surviva...
Random variables are rarely independent in practice and so many multivariate distributions have been...
Inequalities, local dependence and orderings of random variables or their distribution functions are...
In the context of recent interest in extending scalar association measures to local association func...
Dependence in the world of uncertainty is a complex concept. However, it exists, is asymmetric, has ...
There is often more structure in the way two random variables are associated than a single scalar de...
International audienceA new ordering for nonmonotone dependence is proposed, and a method is present...
In this paper we discuss various definitions of bivariate reversed hazard rate and their properties....
The tail behaviour of many bivariate distributions with unit Fréchet margins can be characterised by...
AbstractThe local dependence function is constant for the bivariate normal distribution. Here we ide...
In this paper, some concepts of negative dependence for bivariate distributions, especially hazard ...
We follow the ideas of measuring strength of dependence between random events, presented at two prev...
Models characterizing the asymptotic dependence structures of bivariate distributions have been intr...
In this talk, local dependence and stochastic orderings of random variables or their distribution fu...
In several previous publications we developed an idea how probability tools can be used to measure s...
The paper considers the problem of estimating the dependence function of a bivariate extreme surviva...
Random variables are rarely independent in practice and so many multivariate distributions have been...
Inequalities, local dependence and orderings of random variables or their distribution functions are...
In the context of recent interest in extending scalar association measures to local association func...
Dependence in the world of uncertainty is a complex concept. However, it exists, is asymmetric, has ...
There is often more structure in the way two random variables are associated than a single scalar de...
International audienceA new ordering for nonmonotone dependence is proposed, and a method is present...
In this paper we discuss various definitions of bivariate reversed hazard rate and their properties....
The tail behaviour of many bivariate distributions with unit Fréchet margins can be characterised by...
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