Frank's family of bivariate distributions

DOI10.1093/biomet/74.3.549zbMath0635.62038OpenAlexW1966439890MaRDI QIDQ3774723

Christian Genest

Publication date: 1987

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/74.3.549

zbMATH Keywords

copulatotal positivityFréchet boundsmaximum likelihood estimaterank correlationMonte Carlo experimentsstochastically orderedassociation parameterlikelihood ratio dependentsmall-sample behaviourFrank's family of bivariate distributionsPlackett's family

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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