A note on the maximum correlation for Baker’s bivariate distributions with fixed marginals |
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| Authors: | GD Lin JS Huang |
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| Institution: | a Institute of Statistical Science, Academia Sinica, Taipei 11529, Taiwan, ROCb Department of Mathematics and Statistics, University of Guelph, Ontario, N1G 2W1, Canada |
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| Abstract: | We investigate Baker’s bivariate distributions with fixed marginals which are based on order statistics, and find conditions under which the correlation converges to the maximum for Fréchet-Hoeffding upper bound as the sample size tends to infinity. The convergence rate of the correlation is also investigated for some specific cases. |
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| Keywords: | primary 62H20 62G30 secondary 28A20 |
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