A new extension of bivariate FGM copulas
✍ Scribed by Cécile Amblard; Stéphane Girard
- Book ID
- 105856838
- Publisher
- Springer
- Year
- 2008
- Tongue
- English
- Weight
- 213 KB
- Volume
- 70
- Category
- Article
- ISSN
- 0026-1335
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We discuss a two-dimensional analog of the probability integral transform for bivariate distribution functions H1 and H2, i.e., the distribution function of the random variable H1(X; Y ) given that the joint distribution function of the random variables X and Y is H2. We study the case when H1 and H
The copula of a bivariate distribution, constructed by making marginal transformations of each component, captures all the information in the bivariate distribution about the dependence between two variables. For frailty models for bivariate data the choice of a family of distributions for the rando