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
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
Journal title :
Journal of Statistical Planning and Inference