Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles

DOI10.2307/3315838zbMath0738.62057OpenAlexW2313494157MaRDI QIDQ5966560

Philippe Capéraà, Christian Genest

Publication date: 25 June 1992

Published in: The Canadian Journal of Statistics / La Revue Canadienne de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315838

zbMATH Keywords

stochastic orderingtotal positivityhazard ratebivariate distributionsmonotone regression dependencepositive likelihood-ratio dependence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property ⋮ Dependence analysis of regression models in time series ⋮ Convex transformation on survival functions and related dependence concepts ⋮ A new dependence ordering with applications ⋮ Bivariate copulas with quadratic sections ⋮ On the dependence between the extreme order statistics in the proportional hazards model ⋮ Aspects of Dependence in Cuadras–Auge Family ⋮ On the dependence structure of order statistics ⋮ Archimedean copulae and positive dependence ⋮ Dependence structure of extreme order statistics ⋮ On the range of heterogeneous samples ⋮ Total positivity of copulas from a Markov kernel perspective ⋮ Spearman's ρ is larger than kendall's τ for positively dependent random variables ⋮ Convex Ordering for Bivariate Distributions

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