On the dependence between the extreme order statistics in the proportional hazards model

DOI10.1016/j.jmva.2007.03.001zbMath1136.60011OpenAlexW2087528988MaRDI QIDQ2482128

Ali Dolati, Subhash C. Kochar, Christian Genest

Publication date: 16 April 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.03.001

zbMATH Keywords

correlationexponential distributionproportional hazardsKendall's tauSpearman's rhodispersive orderingconcordance orderingmonotone regression dependenceright-tail increasingness

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

Related Items (9)

Dependence analysis of regression models in time series ⋮ Global dependence stochastic orders ⋮ STOCHASTIC MONOTONICITY OF CONDITIONAL ORDER STATISTICS IN MULTIPLE-OUTLIER SCALE POPULATION ⋮ Stochastic comparisons of order statistics and spacings: a review ⋮ A new dependence ordering with applications ⋮ On Dependence Properties of Random Minima and Maxima ⋮ On the range of heterogeneous samples ⋮ Study of some measures of dependence between order statistics and systems ⋮ SOME NEW APPLICATIONS OF P–P PLOTS

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