Title of article :
A note on the maximum correlation for Baker’s bivariate distributions with fixed marginals
Author/Authors :
Lin، نويسنده , , G.D. and Huang، نويسنده , , J.S.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2010
Pages :
7
From page :
2227
To page :
2233
Abstract :
We investigate Baker’s bivariate distributions with fixed marginals which are based on order statistics, and find conditions under which the correlation converges to the maximum for Fréchet–Hoeffding upper bound as the sample size tends to infinity. The convergence rate of the correlation is also investigated for some specific cases.
Keywords :
maximum correlation , FGM distribution , Order statistics , Chebyshev’s inequality for integrals , Fréchet–Hoeffding upper and lower bounds , Baker’s bivariate distribution
Journal title :
Journal of Multivariate Analysis
Serial Year :
2010
Journal title :
Journal of Multivariate Analysis
Record number :
1565496
Link To Document :
بازگشت