Specifying bivariate distributions by polynomial regressions

Wlodzimierz Bryc

Statistics & Probability Letters, 2000, vol. 47, issue 4, 391-394

Abstract: We consider pairs of random variables X,Y with the property that regressions E(XnY), E(YnX) are polynomial. We show that the leading terms of these polynomials and the marginal distributions determine uniquely the bivariate distribution.

Keywords: Conditional; moments; Polynomial; regression; Linear; regression (search for similar items in EconPapers)
Date: 2000
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