ISSN:
1435-926X
Keywords:
Key words: Dependence
;
correlation structure
;
admissible range
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract. Polynomial-type single parameter extensions of the Farlie-Gumbel Morgenstern bivariate distributions are studied. It is shown that by means of these structures the positive correlation between the marginal distributions can be increased up to ≈.39 while the maximal negative correlation remains .
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/s001840050030
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