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| A Class of Symmetric Bivariate Uniform Distributions by Thomas S. Ferguson of the University of California, Los Angeles July 8, 1994 Abstract: A class of symmetric bivariate uniform distributions is proposed for use in statistical modeling. The distributions may be constructed to be absolutely continuous with correlations as close to ±1 as desired. Expressions for the correlations, regressions and copulas are found. An extension to three dimensions is proposed. Keywords: Copulas, Spearman's rho, Kendall's tau, median regression. Published in: Statistical Papers, Vol. 36, No. 1, (1995), pp. 31-40. Books Referenced in this paper: (what is this?) |