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Statistical inference for a certain class of bivariate distributions

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  • Anderson, Dorothy A.

Abstract

The paper deals with statistical inference for a certain class of bivariate distributions. The class of marginal distributions is given and is shown to include distributions with only location and scale parameters. A normalizing transformation is applied to the marginal distributions and the parameters are estimated by maximum likelihood. For this class there is a great deal of simplification in the calculations for the asymptotic covariance matrix of the vector of parameter estimators. Statistics for tests of zero correlation are discussed. Also, the analysis is carried out for exponential marginal distributions.

Suggested Citation

  • Anderson, Dorothy A., 1977. "Statistical inference for a certain class of bivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 7(4), pages 560-571, December.
    • Handle: RePEc:eee:jmvana:v:7:y:1977:i:4:p:560-571
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