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Discrete bivariate distributions with given marginals and correlation

✍ Scribed by Nelsen, Roger B.


Book ID
120497323
Publisher
Taylor and Francis Group
Year
1987
Tongue
English
Weight
261 KB
Volume
16
Category
Article
ISSN
0361-0918

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Based on an analysis of copulas of elliptically contoured distributions, joint densities of continuous variables with given strictly increasing marginal distributions are constructed. A method utilized for this procedure is to embed the spherical distribution quantile transformation of each variable