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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...
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We study the dependence structure of bivariate order statistics from bivariate distributions, and prove that if the underlying bivariate distribution H is positive quadrant dependent (PQD) then so is each pair of bivariate order statistics. As an application, we show that if H is PQD, the...
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