Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals

DOI10.1080/03610919008812844MaRDI QIDQ3201267zbMATH OpenOpenAlexFDO

Authors Jordi Ocanã, Carmen Ruiz-Rivas

Publication date 1990

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919008812844

zbMATH Keywords

simulationestimationKendall's tauvariance reductionSpearman's rhoMaximum likelihood estimatorsJackknifingone-parameter family of bivariate distributionsparameters of association

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cites work

• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• scientific article; zbMATH DE number 3495530 (Why is no real title available?)
• scientific article; zbMATH DE number 3602365 (Why is no real title available?)
• A Multivariate Exponential Distribution
• A continuous general multivariate distribution and its properties
• A continuous multivariate exponential distribution
• A generalized bivariate exponential distribution
• Bivariate distributions with given marginals
• Discrete bivariate distributions with given marginals and correlation
• Frank's family of bivariate distributions
• Inference properties of a one-parameter curved exponential family of distributions with given marginals
• NOTES ON BIAS IN ESTIMATION
• Nonparametric Bayes Inference for Concordance in Bivariate Distributions
• One-parameter families of bivariate distributions with fixed marginals
• Properties of a one-parameter family of bivariate distributions with specified marginals
• The johnson translation system in monte carlo studies
• The simulation of spherical distributions in the Fisher-Bingham family
• Uniform representations of bivariate distributions

Cited in

(6)

• A method of moments to estimate bivariate survival functions: the copula approach
• Contributions to the diagonal expansion of a bivariate copula with continuous extensions
• Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
• scientific article; zbMATH DE number 5585842 (Why is no real title available?)
• Moment-based estimation of extendible Marshall-Olkin copulas
• Probability distributions with given multivariate marginals and given dependence structure

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