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

Xiaoling Dou; Satoshi Kuriki; Gwo Dong Lin

doi:10.1016/j.jspi.2013.03.019

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

Xiaoling Dou^*, Satoshi Kuriki, Gwo Dong Lin

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

8 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 language	English
Pages (from-to)	1343-1354
Number of pages	12
Journal	Journal of Statistical Planning and Inference
Volume	143
Issue number	8
DOIs	https://doi.org/10.1016/j.jspi.2013.03.019
Publication status	Published - 2013 Aug
Externally published	Yes

Keywords

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

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1016/j.jspi.2013.03.019

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title = "Dependence structures and asymptotic properties of Baker's distributions with fixed marginals",

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 Fr{\'e}chet-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.",

keywords = "Copula, Fr{\'e}chet-Hoeffding bound, Local limit theorem, Totally positive of order 2, Weak convergence",

author = "Xiaoling Dou and Satoshi Kuriki and Lin, {Gwo Dong}",

year = "2013",

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pages = "1343--1354",

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T1 - Dependence structures and asymptotic properties of Baker's distributions with fixed marginals

AU - Dou, Xiaoling

AU - Kuriki, Satoshi

AU - Lin, Gwo Dong

PY - 2013/8

Y1 - 2013/8

N2 - 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.

AB - 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.

KW - Copula

KW - Fréchet-Hoeffding bound

KW - Local limit theorem

KW - Totally positive of order 2

KW - Weak convergence

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M3 - Article

AN - SCOPUS:84878122158

SN - 0378-3758

VL - 143

SP - 1343

EP - 1354

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 8

ER -

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

Abstract

Keywords

ASJC Scopus subject areas

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