Frank's Family of Bivariate Distributions
研究了一类新的双变量分布族的性质，该族成员具有随机序和似然比相依性，可用于构造边缘分布任意的双变量分布族，并提出了三个关联参数的非参数估计量，通过蒙特卡洛实验比较其小样本表现。
This paper examines the properties of a new class of bivariate distributions whose members are stochastically ordered and likelihood ratio dependent. The proposed class can be used to construct bivariate families of distributions whose marginals are arbitrary and which include the Fréchet bounds as well as the distribution corresponding to independent variables. Three nonparametric estimators of the association parameter are suggested and Monte Carlo experiments are used to compare their small-sample behaviour to that of the maximum likelihood estimate.