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)

抄録

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
外部発表Yes

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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

ASJC Scopus subject areas

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

これを引用

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

:: Journal of Statistical Planning and Inference, 巻 143, 番号 8, 08.2013, p. 1343-1354.

研究成果: Article

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