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Title:
Copulas of two-dimensional threshold models
Other title:
Երկչափ շեմքային մոդելների կապակցիչը
Creator:
Evgueni A. Haroutunian ; Irina A. Safaryan
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Uncontrolled Keywords:
Հարությունյան Ե. ; Սաֆարյան Ի.
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Abstract:
A representation of two-dimensional random vector bivariate distribution by copula is proposed for the case when one of components is categorizing for the other. The regression function and the bounds for the Spearman rank correlation coe±cient are derived.