A family of bivariate distributions with non-elliptical contours
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...
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Published in | Communications in statistics. Theory and methods Vol. 29; no. 8; pp. 1885 - 1898 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Philadelphia, PA
Marcel Dekker, Inc
01.01.2000
Taylor & Francis |
Subjects | |
Online Access | Get full text |
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Summary: | 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. |
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ISSN: | 0361-0926 1532-415X |
DOI: | 10.1080/03610920008832583 |