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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Bibliographic Details
Published inCommunications in statistics. Theory and methods Vol. 29; no. 8; pp. 1885 - 1898
Main Authors Fang, Kai-Tai, Fang, Hong-Bin, Rosen, Dietrich von
Format Journal Article
LanguageEnglish
Published Philadelphia, PA Marcel Dekker, Inc 01.01.2000
Taylor & Francis
Subjects
conditional distribution
copula
density weighting function
ellip-tically contoured distributions
Exact sciences and technology
Kendall's ρ
Mathematics
Multivariate analysis
Nonparametric inference
normal distribution
Parametric inference
Probability and statistics
Sciences and techniques of general use
Spearman's
Statistics
Hypothesis test
Data analysis
Bivariate distribution
Marginal distribution
Gaussian distribution
Normality test
Non parametric estimation
Statistical estimation
Multivariate analysis
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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.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610920008832583