Dependence structures and asymptotic properties of Baker's distributions with fixed marginals

Xiaoling Dou, Satoshi Kuriki, Gwo Dong Lin

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

We investigate the properties of Baker's (2008) bivariate distributions with fixed marginals and their multivariate extensions. The properties include the weak convergence to the Fréchet-Hoeffding upper bound, the product-moment convergence, as well as the dependence structures TP2 (totally positive of order 2), or MTP2 (multivariate TP2). In proving the weak convergence, a generalized local limit theorem for binomial distribution is provided.

Original languageEnglish
Pages (from-to)1343-1354
Number of pages12
JournalJournal of Statistical Planning and Inference
Volume143
Issue number8
DOIs
Publication statusPublished - 2013 Aug
Externally publishedYes

Fingerprint

Dependence Structure
Weak Convergence
Asymptotic Properties
Product Moments
Local Limit Theorem
Binomial distribution
Bivariate Distribution
Upper bound
Asymptotic properties
Dependence structure
Weak convergence
Limit theorems

Keywords

  • Copula
  • Fréchet-Hoeffding bound
  • Local limit theorem
  • Totally positive of order 2
  • Weak convergence

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Applied Mathematics
  • Statistics and Probability

Cite this

Dependence structures and asymptotic properties of Baker's distributions with fixed marginals. / Dou, Xiaoling; Kuriki, Satoshi; Lin, Gwo Dong.

In: Journal of Statistical Planning and Inference, Vol. 143, No. 8, 08.2013, p. 1343-1354.

Research output: Contribution to journalArticle

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