A family of bivariate distributions with non-elliptical contours

科研成果详情

发表状态	已发表Published
题名	A family of bivariate distributions with non-elliptical contours
作者	Fang, Kaitai1 ; Fang, Hongbin 1; von Rosen, Dietrich 2
发表日期	2000
发表期刊	Communications in Statistics - Theory and Methods
ISSN/eISSN	0361-0926
卷号	29 期号:8 页码:1885-1898
摘要	In this paper, a family of copulas with two parameters is proposed and its dependence analysis is performed. The corresponding family of bivariate distributions with specified marginals is constructed. For normal marginals, the new distributions are non-elliptical and can be applied in data analysis. They provide various alternative hypotheses for testing normality. Finally, an example is given. Copyright © 2000 by Marcel Dekker, Inc.
关键词	Conditional distribution Copula Density weighting function Elliptically contoured distributions Kendall's τ Normal distribution Spearman's ρ
URL	查看来源
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000088283000011
Scopus入藏号	2-s2.0-0007277322
引用统计	被引频次：7[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/2482
专题	个人在本单位外知识产出
作者单位	1.Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong 2.Department of Statistics, Data Processing and Agricultural Extension, Swedish University of Agriculture Sciences, Box 7013, 75007 Uppsala, Sweden
推荐引用方式 GB/T 7714	Fang, Kaitai,Fang, Hongbin,von Rosen, Dietrich. A family of bivariate distributions with non-elliptical contours[J]. Communications in Statistics - Theory and Methods, 2000, 29(8): 1885-1898.
APA	Fang, Kaitai, Fang, Hongbin, & von Rosen, Dietrich. (2000). A family of bivariate distributions with non-elliptical contours. Communications in Statistics - Theory and Methods, 29(8), 1885-1898.
MLA	Fang, Kaitai,et al."A family of bivariate distributions with non-elliptical contours". Communications in Statistics - Theory and Methods 29.8(2000): 1885-1898.