A note on the maximum correlation for Baker's bivariate distributions with fixed marginals

DOI10.1016/j.jmva.2010.04.005zbMath1201.62067OpenAlexW2039684718MaRDI QIDQ990905

Gwo Dong Lin, Jin-Sheng Huang

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.005

zbMATH Keywords

order statisticsmaximum correlationFGM distributionBaker's bivariate distributionChebyshev inequality for integralsFréchet-Hoeffding upper and lower bounds

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)

Related Items (10)

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 ⋮ Dependence structures and asymptotic properties of Baker's distributions with fixed marginals ⋮ Remarks on composite Bernstein copula and its application to credit risk analysis ⋮ Bernstein Copulas and Composite Bernstein Copulas ⋮ Maximum correlation for the generalized Sarmanov bivariate distributions ⋮ Dependence properties of B-spline copulas ⋮ Test of Independence for Baker’s Bivariate Distributions ⋮ Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics

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