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

DOI10.1016/J.JMVA.2010.04.005MaRDI QIDQ990905zbMATH OpenOpenAlexFDO

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

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)

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• On some generalized farlie-gumbel-morgenstern distributions
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Cited in

(11)

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

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