Construction of non-exchangeable bivariate distribution functions

Fabrizio Durante

Research output: Contribution to journalArticlepeer-review

Abstract

A method is given for constructing bivariate distributions functions by means of the copula functions, and, hence, it is used for obtaining distribution functions that can describe the behaviour of non-exchangeable random vectors.
Original languageEnglish
Pages (from-to)383-391
Number of pages9
JournalStatistical Papers
Volume50
Issue number2
DOIs
Publication statusPublished - Mar 2009

Fields of science

  • 101029 Mathematical statistics

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