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Construction of non-exchangeable bivariate distribution functions

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Abstract

A method is given for constructing bivariate distributions functions by means of the copula functions, and, hence, it is used for obtaining distribution functions that can describe the behaviour of non–exchangeable random vectors.

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Authors and Affiliations

  1. Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040, Linz, Austria

    Fabrizio Durante

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  1. Fabrizio Durante
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Correspondence to Fabrizio Durante.

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Durante, F. Construction of non-exchangeable bivariate distribution functions. Stat Papers 50, 383–391 (2009). https://doi.org/10.1007/s00362-007-0064-5

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  • DOI: https://doi.org/10.1007/s00362-007-0064-5

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