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
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