Diagonal Distributions Via Orthogonal Expansions and Tests of Independence

Carles M. Cuadras
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Carles M. Cuadras: University of Barcelona

A chapter in Distributions With Given Marginals and Statistical Modelling, 2002, pp 35-42 from Springer

Abstract: Abstract Abstract The Farlie-Gumbel-Morgenstern family of distributions can be extended by using Legendre polynomials. Another extension consists in using the principal dimensions of each marginal variable. These principal dimensions may improve some tests for stochastic independence.

Keywords: Principal components; diagonal expansions; diagonal family; testing independence (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/978-94-017-0061-0_5

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