Comparisons of concordance in additive models

DOI10.1016/J.SPL.2012.06.031MaRDI QIDQ712552zbMATH OpenOpenAlexFDO

Authors Franco Pellerey, Salimeh Yasaei Sekeh, Moshe Shaked

Publication date 17 October 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.06.031

zbMATH Keywords

Blomqvist medial correlation coefficientdispersive orderKendall's concordance coefficientpeakedness orderPearson correlation coefficient

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Review text

The authors compare bivariate additive models with respect to their Pearson correlation coefficient, Kendall's \(\tau\) concordance coefficient and Blomqvist \(\beta\) medial correlation coefficient. The conditions that enable the comparisons involve variability stochastic orders such as the dispersive and peakedness orders.

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Cites work

• A class of multivariate new better than used distributions
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• Correlation and dependence
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• Stochastic orders

Cited in

(1)

• General Marshall-Olkin models, dependence orders, and comparisons of environmental processes

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