Positive dependence orderings

zbMATH Open0617.62006MaRDI QIDQ1822151FDOQ1822151

Allan R. Sampson, George Kimeldorf

Publication date: 1987

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

total positivity of order 2positive dependence ordering

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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Cited In (42)

• Conditional orderings and positive dependence
• On a new positive dependence concept based on the conditional mean inactivity time order
• Preservation of positive and negative orthant dependence concepts under mixtures and applications
• On a bivariate copula for modeling negative dependence: application to New York air quality data
• ``Weak stochastic orderings and dependence measures
• A positive dependence notion based on componentwise unimodality of copulas
• Directional dependence in multivariate distributions
• Positive Dependence and Weak Convergence
• On the asymptotic distribution of a general measure of monotone dependence
• Functions of Concordance and Dependence with Related Measures
• A framework for positive dependence
• Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
• On measures of association as measures of positive dependence
• Multivariate measures of concordance
• Orthant orderings of discrete random vectors
• A study on LTD and RTI positive dependence orderings
• The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property
• Convex transformation on survival functions and related dependence concepts
• An extreme limit theorem for dependency bounds of normalized sums of random variables
• Sums of totally positive functions of order 2 and applications
• Zonoids, linear dependence, and size-biased distributions on the simplex
• Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
• Total positivity order and the normal distribution
• Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles
• A Copula‐Based Non‐parametric Measure of Regression Dependence
• Multivariate decisions with unknown price vector
• Positive dependence orderings and stopping times
• Some notions of multivariate positive dependence
• A Primer on Copulas for Count Data
• Positive Boolean dependencies
• The measurement of rank mobility
• A class of bivariate stochastic orderings, with applications in actuarial sciences
• Test of Independence in the Farlie–Gumbel–Morgenstern Distribution
• A new family of positive quadrant dependent bivariate distributions
• On uniform conditional stochastic order conditioned on planar regions
• Some positive dependence stochastic orders
• Copulae of probability measures on product spaces
• Duration time-series models with proportional hazard
• Title not available (Why is that?)
• Global dependence stochastic orders
• Understanding Relationships Using Copulas
• Test of independence for generalized Farlie-Gumbel-Morgenstern distributions

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