{"title":"On the maximal correlation coefficient for the bivariate Marshall Olkin distribution","authors":"Axel Bücher, Torben Staud","doi":"arxiv-2409.08661","DOIUrl":null,"url":null,"abstract":"We prove a formula for the maximal correlation coefficient of the bivariate\nMarshall Olkin distribution that was conjectured in Lin, Lai, and Govindaraju\n(2016, Stat. Methodol., 29:1-9). The formula is applied to obtain a new proof\nfor a variance inequality in extreme value statistics that links the disjoint\nand the sliding block maxima method.","PeriodicalId":501379,"journal":{"name":"arXiv - STAT - Statistics Theory","volume":"16 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - STAT - Statistics Theory","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2409.08661","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
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.
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