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

Xiaoling Dou, Satoshi Kuriki, Gwo Dong Lin

研究成果: Article

7 引用 (Scopus)

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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.

元の言語English
ページ(範囲)1343-1354
ページ数12
ジャーナルJournal of Statistical Planning and Inference
143
発行部数8
DOI
出版物ステータスPublished - 2013 8 1
外部発表Yes

ASJC Scopus subject areas

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

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