Recent developments on the construction of bivariate distributions with fixed marginals

Gwo Dong Lin*, Xiaoling Dou, Satoshi Kuriki, Jin Sheng Huang

*この研究の対応する著者

研究成果: Review article査読

10 被引用数 (Scopus)

抄録

Constructing a bivariate distribution with specific marginals and correlation has been a challenging problem since 1930s. In this survey we shall focus on the recent developments on the FGM-related distributions, including Sarmanov and Lee’s distributions, Baker’s distributions and Bayramoglu’s distributions. This complements the most recent works of (i) the review by Sarabia and Gómez-Déniz (2008, SORT) and (ii) the monograph by Balakrishnan and Lai (2009, Springer). Some new results are provided. Mathematics Subject Classification (2000): 62H20; 62H86; 62G30; 60E05; 62E10.

本文言語English
論文番号14
ジャーナルJournal of Statistical Distributions and Applications
1
1
DOI
出版ステータスPublished - 2014 12月 1

ASJC Scopus subject areas

  • 統計学および確率
  • コンピュータ サイエンスの応用
  • 統計学、確率および不確実性

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