Dependence structures and asymptotic properties of Baker's distributions with fixed marginals |
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| Authors: | Xiaoling Dou Satoshi Kuriki Gwo Dong Lin |
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| Affiliation: | 1. The Institute of Statistical Mathematics, 10-3 Midoricho, Tachikawa, Tokyo 190-8562, Japan;2. Institute of Statistical Science, Academia Sinica, Taipei 11529, Taiwan, Republic of China |
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| 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. |
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| Keywords: | Copula Fré chet&ndash Hoeffding bound Local limit theorem Totally positive of order 2 Weak convergence |
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