Title : ( Aspects of Dependence in Cuadras–Auge Family )
Authors: Mohammad Bolbolian Ghalibaf , negar eghbal , Mohammad Amini , Hassan Ali Azarnoosh , Abolghasem Bozorgnia ,
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Abstract
In this article, we study the dependence structure of Cuadras–Auge (C–A) family of bivariate distributions. We also obtain some association measures and two local dependence functions for this family. In addition, we compare expectation of local dependence function and Pearson’s rho via numerical study.
Keywords
Association measures; Copula; Cuadras–Auge family; Local dependence; Positive likelihood ratio dependence
@article{paperid:1015716,
author = {Bolbolian Ghalibaf, Mohammad and Eghbal, Negar and Amini, Mohammad and Azarnoosh, Hassan Ali and Bozorgnia, Abolghasem},
title = {Aspects of Dependence in Cuadras–Auge Family},
journal = {Communications in Statistics - Theory and Methods},
year = {2010},
volume = {39},
number = {11},
month = {May},
issn = {0361-0926},
pages = {2094--2107},
numpages = {13},
keywords = {Association measures; Copula; Cuadras–Auge family; Local
dependence; Positive likelihood ratio dependence},
}
%0 Journal Article
%T Aspects of Dependence in Cuadras–Auge Family
%A Bolbolian Ghalibaf, Mohammad
%A Eghbal, Negar
%A Amini, Mohammad
%A Azarnoosh, Hassan Ali
%A Bozorgnia, Abolghasem
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2010
