We shall first review some non-normal stationary first-order autoregressive models. The models are constructed with a given marginal distribution (logistic, hyperbolic secant, exponential, Laplace, or gamma) and the requirement that the bivariate joint distribution of the generated process must be sufficiently simple so that the parameter estimation and forecasting problems of the models can be...

meteorological stations usually contain some missing data for different reasons.there are several traditional methods for completing data, among them bivariate and multivariate linear and non-linear correlation analysis, double mass curve, ratio and difference methods, moving average and probability density functions are commonly used. in this paper a blended model comprising the bivariate expo...

Consider semiparametric bivariate copula models in which the family of copula functions is parametrized by a Euclidean parameter of interest and in which the two unknown marginal distributions are the in nite dimensional nuisance parameters The e cient score for can be characterized in terms of the solutions of two coupled Sturm Liouville equations In case the family of copula functions corresp...

For square contingency tables with ordered categories, this article proposes new models, which are the extension of Tomizawa’s [1] diagonal exponent symmetry model. Also it gives the decomposition of proposed model, and shows the orthogonality of the test statistics for decomposed models. Examples are given and the simulation studies based on the bivariate normal distribution are also given.

Triangular contingency tables are a special class of incomplete contingency tables. Association and independence models are used to analyze such tables. Association models can be described in terms of the association parameters for the analysis of triangular contingency tables having ordered categories. The aim of this study is to show the relation between the association parameters of the unif...

Several fascinating examples of non-Gaussian bivariate distributions which have marginal distribution functions to be Gaussian have been proposed in the literature. These examples often clarify several properties associated with the normal distribution. In this paper, we generalize this result in the sense that we construct a p-dimensional distribution for which any proper subset of its compone...

Ateya and Madhagi (2011) introduced a multivariate form of truncated generalized Cauchy distribution (TGCD), which introduced by Ateya and Al-Hussaini (2007). The multivariate version of (TGCD) is denoted by (MVTGCD). Among the features of this form are that subvectors and conditional subvectors of random vectors, distributed according to this distribution, have the same form of distribution ...

In this note, a characterization of the Gumbel's bivariate exponential distribution based on the properties of the conditional moments is discussed. The result forms a sort of bivariate analogue of the characterization of the univariate exponential distribution given by Sahobov and Geshev (1974) (cited in Lau and Rao ((1982), Sankhya Ser. A , 44, 87)). A discrete version of the property provide...

A new class of bivariate Gompertz distributions is presented in this paper. The model introduced here is of Marshall-Olkin type. The used procedure is based on a latent random variable with exponential distribution. A mixture of the suggested bivariate distributions is also derived. The obtained results in this paper generalize those of MarshallOlkin bivariate exponential distribution and other...