TY - JOUR
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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U2 - 10.1016/j.jspi.2013.03.019
DO - 10.1016/j.jspi.2013.03.019
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 -