A Bivariate Distribution Family with Specified Correlation Coefficient and Given Marginals

DOI10.1080/03610918.2013.842587zbMath1474.62002OpenAlexW2043361828MaRDI QIDQ5860249

Jim X. Xiang

Publication date: 19 November 2021

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

Full work available at URL: https://doi.org/10.1080/03610918.2013.842587

zbMATH Keywords

copulasPearson correlation coefficientbivariate distributionsrandom sample generation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Measures of association (correlation, canonical correlation, etc.) (62H20) Random number generation in numerical analysis (65C10)

Related Items (1)

Estimation of minimum and maximum correlation coefficients

Cites Work

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• An introduction to copulas.
• Bivariate distributions with given marginals
• A Practical Way for Computing Approximate Lower and Upper Correlation Bounds
• Chessboard Distributions and Random Vectors with Specified Marginals and Covariance Matrix
• Some Concepts of Dependence

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