Local dependence in bivariate copulae with Beta marginals
The local dependence function (LDF) describes changes in the correlation structure of continuous bivariate random variables along their range. Bivariate density functions with Beta marginals can be used to model jointly a wide variety of data with bounded outcomes in the (0,1) range, e.g. proportion...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
2017-07-01
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| Series: | Revista Colombiana de Estadística |
| Subjects: | |
| Online Access: | https://revistas.unal.edu.co/index.php/estad/article/view/59404 |