Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals

DOI10.1080/03610919008812844zbMath0715.62031OpenAlexW2041965101MaRDI QIDQ3201267

Jordi Ocanã, Carmen Ruiz-Rivas

Publication date: 1990

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812844

zbMATH Keywords

estimationsimulationvariance reductionKendall's tauSpearman's rhoMaximum likelihood estimatorsJackknifingone-parameter family of bivariate distributionsparameters of association

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items (5)

Moment-based estimation of extendible Marshall-Olkin copulas ⋮ Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions ⋮ A method of moments to estimate bivariate survival functions: the copula approach ⋮ Probability distributions with given multivariate marginals and given dependence structure ⋮ Contributions to the diagonal expansion of a bivariate copula with continuous extensions

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