Title : ( Test of independence for some well-known bivariate distributions )
Authors: Mansoor zargar , Hadi Jabbari Nooghabi , Mohammad Amini ,
Full TextAbstract
In this paper, we study the dependence structure of some bivariate distribution functions based on dependence measures of ? and then compare these measures with Spearman's rho and Kendall's tau. Moreover, the empirical power of a class of distribution-free tests is computed based on exact and asymptotic distribution of U-statistics. Our results are obtained from simulation work in some continuous bivariate distributions. Also, we apply examples to illustrate the results. Keywords: Copula functions, Celebioglu-Cuadras copula, Gumbel-Barnett distribution, Gumbel's bivariate distribution, Negative quadrant dependence, U-Statistics.
Keywords
, Copula functions, Celebioglu-Cuadras copula, Gumbel-Barnett distribution, Gumbel's bivariate distribution, Negative quadrant dependence, U-Statistics.
@inproceedings{paperid:1049297,
author = {Zargar, Mansoor and Jabbari Nooghabi, Hadi and Amini, Mohammad},
title = {Test of independence for some well-known bivariate distributions},
booktitle = {The 10th Seminar on Probability and Stochastic Processes},
year = {2015},
location = {IRAN},
keywords = {Copula functions; Celebioglu-Cuadras copula; Gumbel-Barnett distribution; Gumbel's
bivariate distribution; Negative quadrant dependence; U-Statistics.},
}
%0 Conference Proceedings
%T Test of independence for some well-known bivariate distributions
%A Zargar, Mansoor
%A Jabbari Nooghabi, Hadi
%A Amini, Mohammad
%J The 10th Seminar on Probability and Stochastic Processes
%D 2015
