A numerical inversion of the bivariate characteristic function

DOI10.1016/j.amc.2022.127807MaRDI QIDQ2700435

Viktor Witkovský, Božidar V. Popović, Andjela Mijanović

Publication date: 21 April 2023

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

Full work available at URL: https://doi.org/10.1016/j.amc.2022.127807

zbMATH Keywords

numerical inversion; Matlab; bivariate characteristic function; bivariate logistic distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

65C20: Probabilistic models, generic numerical methods in probability and statistics

65D05: Numerical interpolation

Uses Software

• Matlab
• CharFunTool