Please use this identifier to cite or link to this item:
http://hdl.handle.net/1942/329
Title: | Non-Linear Integral Equations to Construct Bivariate Densities with Given Marginals and Dependence Function | Authors: | MOLENBERGHS, Geert LESAFFRE, Emmanuel |
Issue Date: | 1997 | Source: | Statistica Sinica, 7(3), p. 713-738 | Abstract: | The local dependence function, introduced by Holland and Wang (1987) and studied by Wang (1993) as a continuous version of the local cross-ratio, describes the local relation between two random variables. Three explicit numerical algorithms are proposed to approximate bivariate densities given the marginal densities and the local dependence function. This approach is suited for simulation purposes, to provide illustrative examples of densities with given marginals, and for estimation of model parameters. The technique involves non-classical integral equation theory. The accuracy of the approximations is investigated. | Keywords: | Bivariate density; integral equation; local cross-ratio; local dependence function; numerical integration; Plackett family | Document URI: | http://hdl.handle.net/1942/329 | ISSN: | 1017-0405 | e-ISSN: | 1996-8507 | Type: | Journal Contribution |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
nonlinear.pdf.pdf | Published version | 788.61 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.