Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
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Publication:3218944
DOI10.1093/biomet/71.3.633zbMath0555.62050OpenAlexW1982993008MaRDI QIDQ3218944
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Publication date: 1984
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/71.3.633
maximum correlationmarginalsnatural parameter spaceminimum correlationexpected value of order statisticsiterated Farlie-Gumbel-Morgenstern distribution
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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