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Inference properties of a one-parameter curved exponential family of distributions with given marginals

Author

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  • Ruiz-Rivas, Carmen
  • Cuadras, Carles M.

Abstract

This paper introduces a one-parameter bivariate family of distributions whose marginals are arbitrary and which include Fréchet bounds as well as the distribution corresponding to independent variables. Some geometrical and statistical properties on the stochastic dependence parameter are studied, considering this family as a member of Efron's curved exponential families of distributions.

Suggested Citation

  • Ruiz-Rivas, Carmen & Cuadras, Carles M., 1988. "Inference properties of a one-parameter curved exponential family of distributions with given marginals," Journal of Multivariate Analysis, Elsevier, vol. 27(2), pages 447-456, November.
    • Handle: RePEc:eee:jmvana:v:27:y:1988:i:2:p:447-456
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    Cited by:

    1. Farid El Ktaibi & Rachid Bentoumi & Nicola Sottocornola & Mhamed Mesfioui, 2022. "Bivariate Copulas Based on Counter-Monotonic Shock Method," Risks, MDPI, vol. 10(11), pages 1-20, October.
    2. Christian Hering & Jan-Frederik Mai, 2012. "Moment-based estimation of extendible Marshall-Olkin copulas," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(5), pages 601-620, July.
    3. Cuadras, Carles M., 2015. "Contributions to the diagonal expansion of a bivariate copula with continuous extensions," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 28-44.
    4. Calabrese, Raffaella & Osmetti, Silvia Angela, 2019. "A new approach to measure systemic risk: A bivariate copula model for dependent censored data," European Journal of Operational Research, Elsevier, vol. 279(3), pages 1053-1064.

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