A class of symmetric bivariate uniform distributions |
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Authors: | T. S. Ferguson |
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Affiliation: | 1. Mathematics Department, UCLA, 405 Hilgard Avenue, 90024, Los Angeles, CA
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Abstract: | A class of symmetric bivariate uniform distributions is proposed for use in statistical modeling. The distributions may be constructed to be absolutely continuous with correlations as close to±1 as desired. Expressions for the correlations, regressions and copulas are found. An extension to three dimensions is proposed. |
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Keywords: | Copulas Spearman’ s σ Kendall’ s τ median regression |
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