Abstract
This chapter lists a small number of bivariate distributions whose parameters can easily be estimated by IRLS. A handful of a special type of bivariate distribution, called copulas, are also implemented. Some special consideration is given to the bivariate normal distribution and Plackett’s bivariate distribution.
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Notes
- 1.
In this subsection it is more convenient to use (X, Y ) rather than \((Y _{1},Y _{2})\) for the bivariate response.
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Yee, T.W. (2015). Bivariate Continuous Distributions. In: Vector Generalized Linear and Additive Models. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-2818-7_13
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