Inference properties of a one-parameter curved exponential family of distributions with given marginals

Carmen Ruiz-Rivas and Carles M. Cuadras

Journal of Multivariate Analysis, 1988, vol. 27, issue 2, 447-456

Abstract: This paper introduces a one-parameter bivariate family of distributions whose marginals are arbitrary and which include Fréchet bounds as well as the distribution corresponding to independent variables. Some geometrical and statistical properties on the stochastic dependence parameter are studied, considering this family as a member of Efron's curved exponential families of distributions.

Keywords: Frechet; bounds; Bivariate; distribution; Efron; curvature; Rao; distance; maximum; likelihood; estimation (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (4)

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