Title of article
Dependence structures and asymptotic properties of Bakerʹs distributions with fixed marginals
Author/Authors
Dou، نويسنده , , Xiaoling and Kuriki، نويسنده , , Satoshi and Lin، نويسنده , , Gwo Dong، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2013
Pages
12
From page
1343
To page
1354
Abstract
We investigate the properties of Bakerʹs (2008) bivariate distributions with fixed marginals and their multivariate extensions. The properties include the weak convergence to the Fréchet–Hoeffding upper bound, the product-moment convergence, as well as the dependence structures TP2 (totally positive of order 2), or MTP2 (multivariate TP2). In proving the weak convergence, a generalized local limit theorem for binomial distribution is provided.
Keywords
Copula , Fréchet–Hoeffding bound , Totally positive of order 2 , Local limit theorem , weak convergence
Journal title
Journal of Statistical Planning and Inference
Serial Year
2013
Journal title
Journal of Statistical Planning and Inference
Record number
2222371
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