 Baker- Lin-Huang Type Bivariate Distributions Based on Order StatisticsK. Bayramoglu and I. Bayramoglu (Bairamov) Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 10-12, 1992-2006 Abstract: Baker (2008) introduced a new class of bivariate distributions based on distributions of order statistics from two independent samples of size n. Lin and Huang (2010) discovered an important property of Baker’s distribution and showed that the Pearson’s correlation coefficient for this distribution converges to maximum attainable value, i.e., the correlation coefficient of the Fréchet upper bound, as n increases to infinity. Bairamov and Bayramoglu (2013) investigated a new class of bivariate distributions constructed by using Baker’s model and distributions of order statistics from dependent random variables, allowing higher correlation than that of Baker’s distribution. In this article, a new class of Baker’s type bivariate distributions with high correlation are constructed based on distributions of order statistics by using an arbitrary continuous copula instead of the product copula. Date: 2014 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:43:y:2014:i:10-12:p:1992-2006 Ordering information: This journal article can be ordered from DOI: 10.1080/03610926.2013.775301 Access Statistics for this article Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals |
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