On the maximal correlation coefficient for the bivariate Marshall Olkin distribution
Statistics Theory
2024-09-18 v2 Statistics Theory
Abstract
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.
Cite
@article{arxiv.2409.08661,
title = {On the maximal correlation coefficient for the bivariate Marshall Olkin distribution},
author = {Axel Bücher and Torben Staud},
journal= {arXiv preprint arXiv:2409.08661},
year = {2024}
}
Comments
5 pages