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http://dx.doi.org/10.14403/jcms.2011.24.4.16

A NEW FAMILY OF NEGATIVE QUADRANT DEPENDENT BIVARIATE DISTRIBUTIONS WITH CONTINUOUS MARGINALS  

Han, Kwang-Hee (Department of Computer Science Howon University)
Publication Information
Journal of the Chungcheong Mathematical Society / v.24, no.4, 2011 , pp. 795-805 More about this Journal
Abstract
In this paper, we study a family of continuous bivariate distributions that possesses the negative quadrant dependence property and the generalized negatively quadrant dependent F-G-M copula. We also develop the partial ordering of this new parametric family of negative quadrant dependent distributions.
Keywords
Bivariate distribution; Negative quadrant dependence; Bivariate-Farlie-Morgenstern bivariate distribution; Negative quadrant dependence ordering; Copula;
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