Hostname: page-component-7b7567c8c-jswmv Total loading time: 0 Render date: 2026-11-15T09:50:46.912Z Has data issue: false hasContentIssue false
  • English
  • Français

A Class of Bivariate Density Functions with Common Marginals

Published online by Cambridge University Press:  11 February 2009

R.W. Farebrother
Get accessRights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'

Information

Type
Solutions
Information
Econometric Theory , Volume 9 , Issue 1 , January 1993, pp. 148 - 149
Copyright
Copyright © Cambridge University Press 1993

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

1.Farebrother, R.W.. Nonlinear dynamic models and Markov chains. University of Manchester discussion paper, 1990.Google Scholar
2.Theil, H. and Fiebig, D.G.. Exploiting Continuity: Maximum Entropy Estimation of Continuous Distributions. Cambridge, MA: Ballinger Publishing Company, 1984.Google Scholar