Title : ( Dependence Structure And Test Of Independence For Some Well-known Bivariate Distributions )
Authors: Mansoor zargar , Hadi Jabbari Nooghabi , Mohammad Amini ,
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Abstract
In this paper, we study the dependence structure of some bivariate distribution functions based on dependence measures of Kochar and Gupta (1987) and Shetty and Pandit (2003) and then compare these measures with Spearman's rho and Kendall's tau. Moreover, the empirical power of the class of distribution-free tests introduced by Kochar and Gupta (1987) and Shetty and Pandit (2003) is computed based on exact and asymptotic distribution of U-statistics. Our results are obtained from simulation work in some continuous bivariate distributions for the sample of sizes n = 6; 8; 15; 20 and 50. Also, we apply some examples to illustrate the results. Finally, we compare the common estimators of dependence parameter based on empirical MSE.
Keywords
, Copula functions; Celebioglu, Cuadras copula; Gumbel, Barnett distribution; Gumbel's bivariate distribution; Negative quadrant dependence; U, Statistics.
@article{paperid:1058557,
author = {Zargar, Mansoor and Jabbari Nooghabi, Hadi and Amini, Mohammad},
title = {Dependence Structure And Test Of Independence For Some Well-known Bivariate Distributions},
journal = {Computational Statistics},
year = {2017},
volume = {32},
number = {4},
month = {February},
issn = {0943-4062},
pages = {1423--1451},
numpages = {28},
keywords = {Copula functions; Celebioglu-Cuadras copula; Gumbel-Barnett distribution;
Gumbel's bivariate distribution; Negative quadrant dependence; U-Statistics.},
}
%0 Journal Article
%T Dependence Structure And Test Of Independence For Some Well-known Bivariate Distributions
%A Zargar, Mansoor
%A Jabbari Nooghabi, Hadi
%A Amini, Mohammad
%J Computational Statistics
%@ 0943-4062
%D 2017
