A note on the maximum correlation for Baker's bivariate distributions with fixed marginals

DOI10.1016/J.JMVA.2010.04.005zbMATH Open1201.62067OpenAlexW2039684718MaRDI QIDQ990905FDOQ990905

Authors: Gwo Dong Lin, J. S. Huang 

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.005

Recommendations

• Baker-Lin-Huang type bivariate distributions based on order statistics
• Dependence structures and asymptotic properties of Baker's distributions with fixed marginals
• From the Huang-Kotz FGM distribution to Baker's bivariate distribution
• A note on the Sarmanov bivariate distributions
• Maximum correlation for the generalized Sarmanov bivariate distributions

zbMATH Keywords

order statisticsFGM distributionmaximum correlationBaker's bivariate distributionChebyshev inequality for integralsFréchet-Hoeffding upper and lower bounds

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)

Cites Work

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Cited In (11)

• EM algorithms for estimating the Bernstein copula
• Extremal correlation coefficients for bivariate probability distributions with specified marginal distributions
• Baker-Lin-Huang type bivariate distributions based on order statistics
• Dependence properties of B-spline copulas
• Test of independence for Baker's bivariate distributions
• Bernstein copulas and composite Bernstein copulas
• Recent developments on the construction of bivariate distributions with fixed marginals
• Dependence structures and asymptotic properties of Baker's distributions with fixed marginals
• Remarks on composite Bernstein copula and its application to credit risk analysis
• Maximum correlation for the generalized Sarmanov bivariate distributions
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes

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