A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution |
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| Authors: | J. de la Horra C. Ruiz-Rivas |
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| Affiliation: | department o de matematics , Universidad autonoma do madrid , Madrid, 28049, Spain |
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| Abstract: | A Bayesian method for making inferences on the degree of dependence for a positively quadrant dependent distribution is developed. This method is based on a parametric model, where the parameter measures the degree of association. The parametric model is a natural simplification of the original one: it is a mixture of the two extreme cases corresponding to independence and positive extremal dependence. |
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| Keywords: | positively quadrant dependent distribution fixed marginals degree of dependence Bayesian inference measures of association |
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