A class of symmetric bivariate uniform distributions |
| |
| Authors: | T S Ferguson |
| |
| Institution: | 1. Mathematics Department, UCLA, 405 Hilgard Avenue, 90024, Los Angeles, CA
|
| |
| 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. |
| |
| Keywords: | Copulas Spearman’ s σ Kendall’ s τ median regression |
| 本文献已被 SpringerLink 等数据库收录！ |
|
