Inference properties of a one-parameter curved exponential family of distributions with given marginals

DOI10.1016/0047-259X(88)90141-8zbMath0659.62058MaRDI QIDQ1112508

Carles M. Cuadras, Carmen Ruiz-Rivas

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationRao distanceFréchet boundsmarginalsEfron's curved exponential familiesone-parameter bivariate family of distributionsstochastic dependence parameter

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (8)

Two generalized bivariate FGM distributions and rank reduction ⋮ Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals ⋮ Moment-based estimation of extendible Marshall-Olkin copulas ⋮ Aspects of Dependence in Cuadras–Auge Family ⋮ Further Results for a General Family of Bivariate Copulas ⋮ Probability distributions with given multivariate marginals and given dependence structure ⋮ A new approach to measure systemic risk: a bivariate copula model for dependent censored data ⋮ Contributions to the diagonal expansion of a bivariate copula with continuous extensions

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• Variance reduction in simulation studies

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