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stat.ME2023
A gamma tail statistic and its asymptotics
Toshiya Iwashita, Bernhard Klar
Asmussen and Lehtomaa [Distinguishing log-concavity from heavy tails. Risks 5(10), 2017] introduced an interesting function which is able to distinguish between log-convex and…
stat.ME2023
Lancaster correlation -- a new dependence measure linked to maximum correlation
Hajo Holzmann, Bernhard Klar
We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correl…