Dependence orderings for generalized order statistics

DOI10.1016/J.SPL.2005.04.023MaRDI QIDQ2485548zbMATH OpenOpenAlexFDO

Authors Baha-Eldin Khaledi, Subhash Kochar

Publication date 5 August 2005

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

Full work available at URL https://doi.org/10.1016/j.spl.2005.04.023

zbMATH Keywords

Kendall's tauRecord valuesDispersive orderingExponential distributionMonotone regression dependenceStochastic increasingnessPure birth process

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

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Cites work

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• scientific article; zbMATH DE number 750197 (Why is no real title available?)
• Characterizations of exponential distributions by independent non-stationary record increments
• Dispersive distributions, and the connection between dispersivity and strong unimodality
• On the dependence structure of order statistics
• STOCHASTIC ORDERINGS BETWEEN SPACINGS OF GENERALIZED ORDER STATISTICS
• The structure of elementary pure birth processes

Cited in

(27)

• Dependence analysis of regression models in time series
• A new dependence ordering with applications
• NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES
• On the dependence structure of order statistics
• STOCHASTIC ORDERINGS BETWEEN p-SPACINGS OF GENERALIZED ORDER STATISTICS FROM TWO SAMPLES
• An application of Kendall distributions and alternative dependence measures: SPX vs. VIX
• NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES
• ``Weak stochastic orderings and dependence measures
• Association of progressively type-II censored order statistics
• Multivariate dependence of spacings of generalized order statistics
• On generalized order statistics and maximal correlation as a measure of dependence
• Comparisons of concordance in additive models
• On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes
• Multivariate Comparisons of Ordered Data
• Conditionally stochastic domination of generalized order statistics from two samples
• Sequential order statistics with an order statistics prior
• Study of some measures of dependence between order statistics and systems
• Dependence properties of order statistics
• Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
• Dependence structure of generalized order statistics
• The maximal correlation for the generalized order statistics and dual generalized order statistics
• A Nonparametric General Criterion of Asymptotic Dependence Between Order Statistics
• Revisiting multivariate likelihood ratio ordering results for order statistics
• Some properties of the residual lifetime of progressively type-II right censored order statistics
• MULTIVARIATE STOCHASTIC COMPARISONS OF SEQUENTIAL ORDER STATISTICS
• Some results for the comparison of generalized order statistics in the total time on test and excess wealth orders
• UNIVARIATE AND MULTIVARIATE LIKELIHOOD RATIO ORDERING OF GENERALIZED ORDER STATISTICS AND ASSOCIATED CONDITIONAL VARIABLES

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