Properties of a one-parameter family of bivariate distributions with specified marginals
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Publication:4725523
DOI10.1080/03610928608829309zbMath0616.62067OpenAlexW2001204243MaRDI QIDQ4725523
Publication date: 1986
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829309
simulationcopulasKendall's tauFréchet boundsSpearman's rhoone-parameter family of bivariate distributionsarbitrary marginalsmedial correlation coefficientnonparametric measures of correlation
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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