On measures of association as measures of positive dependence

DOI10.1016/0167-7152(92)90056-BMaRDI QIDQ1195572zbMATH OpenOpenAlexFDO

Authors Roger B. Nelsen

Publication date 14 December 1992

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

Full work available at URL https://doi.org/10.1016/0167-7152(92)90056-b

zbMATH Keywords

copulasKendall's taumeasure of average positive quadrant dependencemeasure of average total positivitymeasures of associationpositive dependence propertiesSpearman's rhototal positivity of order two

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

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• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 4201232 (Why is no real title available?)
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• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
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• On nonparametric measures of dependence for random variables
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• Some Concepts of Dependence
• Some concepts of negative dependence

Cited in

(32)

• Characterizations of degree one bivariate measures of concordance
• On the class of g-monotone dependence functions
• On some association measures in bivariate distributions and their relationships
• Dependency measure for sets of random events or random variables
• Stochastic comparisons of order statistics and spacings: a review
• A new family of positive quadrant dependent bivariate distributions
• Link between grade measures of dependence and of separability in pairs of conditional distributions
• Study of partial and average conditional Kendall's tau
• Proof of a conjecture on Spearman's \(\rho\) and Kendall's \(\tau\) for sample minimum and maximum
• On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
• Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
• Computation of general correlation coefficients for interval data
• On decomposition of m m statistical tables based on grade dependence measures.
• The legacy of Galton, Pearson, Fréchet and others: how to measure and interpret statistical association
• Simple characterizations of comonotonicity and countermonotonicity by extremal correlations
• On definition and construction of association measures
• scientific article; zbMATH DE number 426230 (Why is no real title available?)
• Positive Association Among Three Binary Variables and Cross-Product Ratios
• On Measures of Monotone Association
• Concordance and Gini's measure of association
• Geometry of a corelation coefficient under a copula
• A family of bivariate distributions with non-elliptical contours
• Dependency in multisensory integration: a copula-based analysis
• Multivariate measures of positive dependence
• Simulated annealing for the bounds of Kendall's τ and Spearman's ρ
• On association and other forms of positive dependence for Feller processes
• Burn-in procedure based on a dependent covariate process
• Significance testing of rank cross-correlations between autocorrelated time series with short-range dependence
• The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
• The meta-elliptical distributions with given marginals
• Multivariate dependence concepts through copulas
• An application of Kendall distributions and alternative dependence measures: SPX vs. VIX

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