A Family of Bivariate Densities Constructed from Marginals
From MaRDI portal
Publication:4844208
DOI10.2307/2291086zbMath0826.62038OpenAlexW4236499595MaRDI QIDQ4844208
Dou Long, Roman Krzysztofowicz
Publication date: 10 October 1995
Full work available at URL: https://doi.org/10.2307/2291086
Fréchet boundsregression dependenceSpearman's correlation coefficientprobability integral transformationsbivariate dependence structuredensity weighting functionnew family of bivariate densitiesspecified marginal densities
Characterization and structure theory for multivariate probability distributions; copulas (62H05) General nonlinear regression (62J02)
Related Items (6)
A bivariate meta-Gaussian density for use in hydrology ⋮ Geometry of a corelation coefficient under a copula ⋮ Joint characteristic functions construction via copulas ⋮ Correlated endpoints: simulation, modeling, and extreme correlations ⋮ Spatial prediction using bivariate exponential distribution ⋮ On the recovery of joint distributions from limited information
This page was built for publication: A Family of Bivariate Densities Constructed from Marginals