Test of independence for generalized Farlie-Gumbel-Morgenstern distributions

DOI10.1016/J.CAM.2006.11.029zbMath1130.62021OpenAlexW2068307375MaRDI QIDQ2475401

Samuel Kotz, Bilgehan Güven

Publication date: 11 March 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2006.11.029

zbMATH Keywords

independencelikelihood ratiocentral limit theoremquadrant dependenceapproximate test power

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Asymptotic properties of parametric tests (62F05)

Related Items (5)

Testing for Positive Quadrant Dependence ⋮ Concomitants of \(m\)-generalized order statistics from generalized Farlie-Gumbel-Morgenstern distribution family ⋮ New non-parametric tests for independence ⋮ Test of Independence for Baker’s Bivariate Distributions ⋮ Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions

Cites Work

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• Positive dependence orderings
• The performance of some correlation coefficients for a general bivariate distribution
• On some generalized farlie-gumbel-morgenstern distributions
• Test of Independence in the Farlie–Gumbel–Morgenstern Distribution
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.

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