학술저널
A NEW FAMILY OF NEGATIVE QUADRANT DEPENDENT BIVARIATE DISTRIBUTIONS WITH CONTINUOUS MARGINALS
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 24, No. 4
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2011.11795 - 805 (11 pages)
- 2
In this paper, we study a family of continuous bivari-ate 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.
1. Introduction
2. Conditions for negative quadrant dependence
3. A generalized negatively quadrant dependent F-G-M cop-ula
4. The ordering of negative quadrant dependence
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