Dependence Information in Parameterized Copulas

Bibliography

• Barnett , V. 1980 . Some Bivariate Uniform Distributions . Commun. Statist. : Theor. Meth. , A9 ( 4 ) : 453 – 461 .
   Web of Science ®Google Scholar
• Cook , R. D. and Johnson , M. E. 1981 . A Family of Distributions for Modelling Non-Elliptically Symmetric Data . J. R. Statistical Soc. , 43 : 210 – 218 . Series B
   Google Scholar
• Fréchet , M. 1951 . Sur les Tableaux de Correlation dont les Marges sont Données . Annales de Universite de Lyon , 14 : 53 – 77 . Section A, Series 3
   Google Scholar
• Genest , C. and MacKay , R. J. 1986a . Copulas Archimediennes et Families de Lois Bidimensionnelles dont les Marges sont Données . The Canadian Journal of Statistics , 14 : 145 – 159 .
   Web of Science ®Google Scholar
• Genest , C. and Mackay , R. J. 1986b . The Joy of Copulas: Bivariate Distributions with Uniform Marginals . The American Statistician , 40 : 280 – 283 .
   Web of Science ®Google Scholar
• Johnson , N. L. and Kotz , S. 1972 . Distributions in Statistics: Continuous Multivariate Distributions , New York : John Wiley and Sons, Inc .
   Google Scholar
• Kimeldorf , G. and Sampson , A. 1975 . Uniform Representation of Bivariate Distributions . Commun. Statist: Theor. Meth. , 4 ( 7 ) : 617 – 627 .
   Web of Science ®Google Scholar
• Kruskal , W. H. 1958 . Ordinal Measures of Association . J. Amer. Statist. Assoc. , 53 : 814 – 861 .
   Web of Science ®Google Scholar
• Nelsen , R. B. 1986 . Properties of a One-Parameter Family of Bivariate Distributions with Specified Marginals . Commun. Statist. : Theor. Meth. , 15 ( 11 ) : 3277 – 3285 .
   Web of Science ®Google Scholar
• Nelsen , R. B. 1987 . Discrete Bivariate Distributions with Given Marginals and Correlation, . Commun. Statist: Simula. , 16 ( 1 ) : 199 – 208 .
   Web of Science ®Google Scholar
• Owen , D. B. 1956 . Tables for Computing Bivariate Normal Probabilities . Ann. Math. Stat. , 27 : 1075 – 1090 .
   Google Scholar
• Schweizer , B. and Wolff , E. F. 1981 . On Nonparametric Measures of Dependence for Random Variables, . Ann. Statist. , 9 : 879 – 885 .
   Web of Science ®Google Scholar
• Schweizer , B. and Sklar , A. 1983 . Probabilistic Metric Spaces , New York : North Holland .
   Google Scholar
• Sibuya , M. 1960 . Bivariate Extreme Statistics, I . Tokyo, Ann. Inst. Statist. Math. , 11 : 195 – 210 .
   Web of Science ®Google Scholar
• Sklar , A. 1959 . Fonctions de Répartition á n Dimensions et Leurs Marges . Inst Statist. Univ. Paris Publ. , 8 : 229 – 231 .
   Google Scholar
• Sungur , A. E. and Tuncer , Y. The Use of Copulas to Generate New Multivariate Distributions . Proceedings of the First International Conference on Statistical Computing, Volume on Statistical Computation, Simulation and Modelling . Edited by: Dudewicz , E. J. Academic Science Press . on print
   Google Scholar