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.