Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions

Metrika

Volumn 56, Issue 1, 2002, Pages 55-72

  Bairamov, Ismihan ^a   Kotz, Samuel ^b  

^a IZMIR UNIVERSITY OF ECONOMICS   (Turkey)

^b George Washington University   (United States)

Author keywords

Admissible range; Characterization; Correlation structure; Farlie Gumbel Morgenstern class of distributions; Symmetry and dependence

Indexed keywords

EID: 0036386017     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001840100158     Document Type: Article

References (9)

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3. Huang J.S., Kotz S. (1984) Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions. Biometrika 71:633-636.
4. Huang J.S., Kotz S. (1999) Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb. Metrika 49:135-145.
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6. Johnson N.L., Kotz S. (1977) On some generalized Farlie-Gumbel-Morgenstern distributions-II: Regression, correlation and futher generalizations. Comm. Statist. 6:485-496.
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