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A family of bivariate distributions with non-elliptical contours |
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| Authors: | Kai-Tai Fang Hong-Bin Fang Dietrich von Rosen |
| Affiliation: | Department of Mathematics , Hong Kong Baptist University , Kowloon Tong, Hong Kong, China |
| Abstract: | In this paper, a family of copulas with two parameters is proposed and its dependence analysis is performed. The corresponding family of bivariate distributions with specified marginals is constructed. For normal marginals, the new distributions are non-elliptical and can be applied in data analysis. They provide various alternative hypotheses for testing normality. Finally, an example is given. |
| Keywords: | conditional distribution copula density weighting function ellip-tically contoured distributions Kendall's ρ normal distribution Spearman's |