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Generation of a bivariate system with given marginals and estimation of its dependence parameter. (Generación de un sistema bivariante con marginales dadas y estimación de su parámetro de dependencia.) (Spanish. English summary) Zbl 1167.62414

Summary: In this paper we propose two alternative estimators of the dependence of one parameter family of bivariate distributions with given marginals and a study of Monte Carlo in their bias and efficiency in order to determine which of the two estimators is preferable. It is also proposed and studied in a similar way, a possible version “jackknife” in the best of the two previous estimates. This study used techniques to reduce the variance. To perform the simulations is necessary for an efficient generator of the family of bivariate distributions studied. We propose a suitable algorithm and its validity is studied.

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas
62E10 Characterization and structure theory of statistical distributions
65C10 Random number generation in numerical analysis
65C60 Computational problems in statistics (MSC2010)
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