Maximum correlation for the generalized Sarmanov bivariate distributions

DOI10.1016/j.jspi.2011.02.024zbMath1213.62093MaRDI 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 formula; Chebyshev's inequality for integrals; FGM distribution; generalized Sarmanov bivariate distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

Related Items

Recent developments on the construction of bivariate distributions with fixed marginals, 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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