On the maximal correlation coefficient for the bivariate Marshall Olkin distribution
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866914950482493440 |
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| author | Bücher, Axel Staud, Torben |
| author_facet | Bücher, Axel Staud, Torben |
| contents | We prove a formula for the maximal correlation coefficient of the bivariate Marshall Olkin distribution that was conjectured in Lin, Lai, and Govindaraju (2016, Stat. Methodol., 29:1-9). The formula is applied to obtain a new proof for a variance inequality in extreme value statistics that links the disjoint and the sliding block maxima method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_08661 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On the maximal correlation coefficient for the bivariate Marshall Olkin distribution Bücher, Axel Staud, Torben Statistics Theory We prove a formula for the maximal correlation coefficient of the bivariate Marshall Olkin distribution that was conjectured in Lin, Lai, and Govindaraju (2016, Stat. Methodol., 29:1-9). The formula is applied to obtain a new proof for a variance inequality in extreme value statistics that links the disjoint and the sliding block maxima method. |
| title | On the maximal correlation coefficient for the bivariate Marshall Olkin distribution |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2409.08661 |