Dependence structures and asymptotic properties of Baker's distributions with fixed marginals

DOI10.1016/j.jspi.2013.03.019zbMath1428.62207OpenAlexW2047879982MaRDI QIDQ389256

Xiaoling Dou, Gwo Dong Lin, Satoshi Kuriki

Publication date: 20 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.03.019

zbMATH Keywords

copulaweak convergencelocal limit theoremFréchet-Hoeffding boundtotally positive of order 2

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15)

Related Items (8)

Recent developments on the construction of bivariate distributions with fixed marginals ⋮ Parisian types of ruin probabilities for a class of dependent risk-reserve processes ⋮ EM algorithms for estimating the Bernstein copula ⋮ Remarks on composite Bernstein copula and its application to credit risk analysis ⋮ Bernstein Copulas and Composite Bernstein Copulas ⋮ On the convergence of bivariate order statistics: almost sure convergence and convergence rate ⋮ Dependence properties of B-spline copulas ⋮ Test of Independence for Baker’s Bivariate Distributions

Cites Work

• From the Huang-Kotz FGM distribution to Baker's bivariate distribution
• An introduction to copulas.
• An order-statistics-based method for constructing multivariate distributions with fixed margin\-als
• Local dependence functions for some families of bivariate distributions and total positivity
• A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
• Tutorial on large deviations for the binomial distribution
• Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics
• Bivariate Exponential Distributions
• The performance of some correlation coefficients for a general bivariate distribution
• Approximation Theorems of Mathematical Statistics
• Continuous Bivariate Distributions
• Dependence function for continuous bivariate densities
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Asymptotic Statistics
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• Analytic Inequalities
• Inequalities: theory of majorization and its applications
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