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A Family of Extended NQD Bivariate Distributions with Continuous Marginals
2012
Communications for Statistical Applications and Methods
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In this paper we define extended negative quadrant dependence which is weaker negative quadrant dependence and show conditions for having extended negative quadrant dependence property. We also derive generalized Farlie-Gumbel-Morgenstern uniform distributions that possess the extended quadrant dependence property.
doi:10.5351/ckss.2012.19.1.085
fatcat:emvdq4yqz5gv5hzwowcffdihvi