关于二元马歇尔-奥尔金分布的最大相关系数

arXiv - STAT - Statistics Theory Pub Date : 2024-09-13 DOI:arxiv-2409.08661

Axel Bücher, Torben Staud

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引用次数: 0

摘要

我们证明了Lin、Lai和Govindaraju（2016，Stat. Methodol.）应用该公式可以得到极值统计中方差不等式的新原函数，它将不相交法和滑动块最大值法联系在一起。

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On the maximal correlation coefficient for the bivariate Marshall Olkin distribution

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.

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arXiv - STAT - Statistics Theory

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