| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1146480 | Journal of Multivariate Analysis | 2010 | 7 Pages |
Abstract
We investigate Baker’s bivariate distributions with fixed marginals which are based on order statistics, and find conditions under which the correlation converges to the maximum for Fréchet–Hoeffding upper bound as the sample size tends to infinity. The convergence rate of the correlation is also investigated for some specific cases.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
G.D. Lin, J.S. Huang,