IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v46y2000i4p359-364.html
   My bibliography  Save this article

A new family of positive quadrant dependent bivariate distributions

Author

Listed:
  • Lai, C. D.
  • Xie, M.

Abstract

Positive quadrant dependence (PQD) is a notion of bivariate dependence between two positively dependent random variables. Starting from the uniform representation of the Farlie-Gumbel-Morgenstern bivariate distribution, we derive and study a family of continuous bivariate distributions that possesses the PQD property. In particular, we show that this new parametric family of distributions can be ordered in the so-called "PQD order".

Suggested Citation

  • Lai, C. D. & Xie, M., 2000. "A new family of positive quadrant dependent bivariate distributions," Statistics & Probability Letters, Elsevier, vol. 46(4), pages 359-364, February.
  • Handle: RePEc:eee:stapro:v:46:y:2000:i:4:p:359-364
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(99)00122-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Nelsen, Roger B., 1992. "On measures of association as measures of positive dependence," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 269-274, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bairamov, I. & Bayramoglu, K., 2013. "From the Huang–Kotz FGM distribution to Baker’s bivariate distribution," Journal of Multivariate Analysis, Elsevier, vol. 113(C), pages 106-115.
    2. Arjun Gupta & Johanna Orozco-Castañeda & Daya Nagar, 2011. "Non-central bivariate beta distribution," Statistical Papers, Springer, vol. 52(1), pages 139-152, February.
    3. Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2012. "A copula-based analysis of false discovery rate control under dependence assumptions," Economics & Statistics Discussion Papers esdp12065, University of Molise, Department of Economics.
    4. I. Bairamov & S. Kotz & M. Bekci, 2001. "New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(5), pages 521-536.
    5. Lin, G.D. & Huang, J.S., 2010. "A note on the maximum correlation for Baker's bivariate distributions with fixed marginals," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2227-2233, October.
    6. Fischer, Matthias J. & Klein, Ingo, 2004. "Constructing symmetric generalized FGM copulas by means of certain univariate distributions," Discussion Papers 61/2004, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
    7. Cuadras, Carles M. & Cuadras, Daniel, 2008. "Eigenanalysis on a bivariate covariance kernel," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2497-2507, November.
    8. Werner Hürlimann, 2017. "A comprehensive extension of the FGM copula," Statistical Papers, Springer, vol. 58(2), pages 373-392, June.
    9. Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel, 2004. "A new class of bivariate copulas," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 315-325, February.
    10. Mao, Tiantian & Yang, Fan, 2015. "Risk concentration based on Expectiles for extreme risks under FGM copula," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 429-439.
    11. Hakim Bekrizadeh & Babak Jamshidi, 2017. "A new class of bivariate copulas: dependence measures and properties," METRON, Springer;Sapienza Università di Roma, vol. 75(1), pages 31-50, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fang, Hong-Bin & Fang, Kai-Tai & Kotz, Samuel, 2002. "The Meta-elliptical Distributions with Given Marginals," Journal of Multivariate Analysis, Elsevier, vol. 82(1), pages 1-16, July.
    2. Krajka, A., 1998. "On the class of g-monotone dependence functions," Statistics & Probability Letters, Elsevier, vol. 39(3), pages 213-227, August.
    3. Stoyanov, Jordan, 1995. "Dependency measure for sets of random events or random variables," Statistics & Probability Letters, Elsevier, vol. 23(1), pages 13-20, April.
    4. Aloysius Siow, 2015. "Testing Becker's Theory of Positive Assortative Matching," Journal of Labor Economics, University of Chicago Press, vol. 33(2), pages 409-441.
    5. Jone Ascorbebeitia & Eva Ferreira & Susan Orbe, 2022. "Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 931-949, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:46:y:2000:i:4:p:359-364. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.