Aspects of Dependence in Cuadras-Auge Family.

Autor: Bolbolian Ghalibaf, M., Eghbal, N., Amini, M., Azarnoosh, H. A., Bozorgnia, A.
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Zdroj: Communications in Statistics: Theory & Methods; Jul2010, Vol. 39 Issue 11, p2094-2107, 14p, 2 Charts, 4 Graphs
Abstrakt: In this article, we study the dependence structure of Cuadras-Auge (C-A) family of bivariate distributions. We also obtain some association measures and two local dependence functions for this family. In addition, we compare expectation of local dependence function and Pearson's rho via numerical study. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index