Abstract
Abstract A systematic approach is given for constructing continuous bivariate distributions with specified marginals and ixed dependence measures. This approach is based on linear combinations of independent random variables and results in bivariate distributions that can attain the Fréchet bounds. The dependence measures considered are Spearman's rho and Kendall's tau. Applications to testing for sensitivity in simulation models are discussed.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
