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

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

J. S. Huang, Gwo Dong Lin

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

zbMATH Keywords

order statisticsFGM distributionmaximum correlationBaker's bivariate distributionChebyshev inequality for integrals[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Fr%EF%BF%BD%EF%BF%BDchet-Hoeffding+upper+and+lower+bounds&go=Go Fr��chet-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 (10)

• Bernstein Copulas and Composite Bernstein Copulas
• EM algorithms for estimating the Bernstein copula
• Dependence properties of B-spline copulas
• Test of Independence for Baker’s Bivariate Distributions
• Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics
• 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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