Non-normal bivariate densities with normal marginals and linear regression functions

Non-linear Integral Equations to Approximate Bivariate Densities with given Marginals and Dependence Function

The local dependence function, introduced by Holland and Wang (1987) and studied by Wang (1993) as a continuous version of the local cross-ratio, describes the local relation between two random variables. Three explicit numerical algorithms are proposed to approximate bivariate densities given the marginal densities and the local dependence function. This approach is suited for simulation purpo...

Linear Regression with Non-Normal Error Terms

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Linear regression, the normal distribution of error values or normal distribution of the dependent variable?

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Parameters Estimation for the Bivariate Sarmanov Distribution with Normal-type Marginals

Recently, Sarmanov’s family of bivariate distributions gained interest due to its flexible structure that easily joins given marginals. In this paper, we focus on the parameters estimation for the bivariate Sarmanov distribution with normal-type marginals. The maximum likelihood method is discussed and illustrated on both real and simulated data.

Estimation of Linear Functionals of Bivariate Distributions with Parametric Marginals