Dependence structure of extreme order statistics

DOI10.1080/00949655.2015.1134529MaRDI QIDQ5221501zbMATH OpenOpenAlexFDO

Authors Mohammad Bolbolian Ghalibaf

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2015.1134529

zbMATH Keywords

association measurescopula functionextreme order statisticsmutual informationpositive likelihood ratio dependence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics
• An introduction to copulas.
• Baker-Lin-Huang type bivariate distributions based on order statistics
• Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles
• Dependence measures for extreme value analyses
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• On nonparametric measures of dependence for random variables
• On the dependence structure of order statistics
• On the extremal dependence coefficient of multivariate distributions
• Proof of a conjecture on Spearman's \(\rho\) and Kendall's \(\tau\) for sample minimum and maximum
• Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\)

Cited in

(1)

• scientific article; zbMATH DE number 4121204 (Why is no real title available?)

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