On Conditionally Independent Random Variables, Copula and Order Statistics

DOI10.1080/03610926.2013.818695zbMATH Open1312.62076arXiv1107.3200OpenAlexW1969228398MaRDI QIDQ2876191FDOQ2876191

Authors: Ismihan Bayramoglu 

Publication date: 18 August 2014

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Abstract: The copula representations for conditionally independent random variables and the distribution properties of order statistics of these random variables are studied.

Full work available at URL: https://arxiv.org/abs/1107.3200

zbMATH Keywords

copulaconditional independenceorder statistics

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

Cites Work

• Conditional independence for statistical operations
• Order Statistics
• Conditional independence, conditional mixing and conditional association
• Title not available (Why is that?)
• Positive dependence properties of conditionally independent random lifetimes

Cited In (4)

• On a multivariate copula-based dependence measure and its estimation
• On minimal copulas under the concordance order
• The conditional independences between variables derived from two independent identically distributed Markov random fields when pairwise order is ignored
• Quantifying directed dependence via dimension reduction

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