On Conditionally Independent Random Variables, Copula and Order Statistics

DOI10.1080/03610926.2013.818695MaRDI QIDQ2876191zbMATH OpenOpenAlexFDO

Authors Ismihan Bayramoglu

Publication date 18 August 2014

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

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)

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

Cites work

• scientific article; zbMATH DE number 2209495 (Why is no real title available?)
• Conditional independence for statistical operations
• Conditional independence, conditional mixing and conditional association
• Order Statistics
• Positive dependence properties of conditionally independent random lifetimes

Cited in

(4)

• On a multivariate copula-based dependence measure and its estimation
• 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
• On minimal copulas under the concordance order

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