A complete characterization of bivariate densities using the conditional percentile function

Indranil Ghosh ()
Additional contact information
Indranil Ghosh: University of North Carolina at Wilmington

Metrika: International Journal for Theoretical and Applied Statistics, 2018, vol. 81, issue 5, No 1, 485-492

Abstract: Abstract It is well known that joint bivariate densities cannot always be characterized by the corresponding two conditional densities. Hence, additional requirements have to be imposed. In the form of a conjecture, Arnold et al. (J Multivar Anal 99:1383–1392, 2008) suggested using any one of the two conditional densities and replacing the other one by the corresponding conditional percentile function. In this article we establish, in affirmative, this conjecture and provide several illustrative examples.

Keywords: Bivariate distribution; Conditional density; Conditional percentile; Characterization; 60E05; 62E10; 62H05 (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s00184-018-0652-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:81:y:2018:i:5:d:10.1007_s00184-018-0652-5

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s00184-018-0652-5

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().