Maximum correlation for the generalized Sarmanov bivariate distributions

DOI10.1016/J.JSPI.2011.02.024zbMath1213.62093OpenAlexW2042311201MaRDI QIDQ538127

Gwo Dong Lin, Jin-Sheng Huang

Publication date: 23 May 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.02.024

zbMATH Keywords

Euler-Maclaurin summation formulaChebyshev's inequality for integralsFGM distributiongeneralized Sarmanov bivariate distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

Recent developments on the construction of bivariate distributions with fixed marginals ⋮ An application of the Morgenstern family with standard two-sided power and gamma marginal distributions to the Bayes premium in the collective risk model ⋮ Sarmanov family of bivariate distributions: statistical properties -- concomitants of order statistics -- information measures ⋮ Pricing with finite dimensional dependence

Cites Work

• A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
• On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
• Bivariate Exponential Distributions
• The performance of some correlation coefficients for a general bivariate distribution
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Properties and applications of the sarmanov family of bivariate distributions
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