LTD and RTI Dependence Orderings

DOI10.2307/3315888zbMath1066.62527OpenAlexW4253872009MaRDI QIDQ4506100

Jean Avérous, Jean-Luc Dortet-Bernadet

Publication date: 2000

Published in: The Canadian Journal of Statistics / La Revue Canadienne de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315888

zbMATH Keywords

dependence orderingsArchimedean copulaspositive quadrant dependencestochastically increasingleft-tail decreasingright-tail increasing

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (10)

Convex transformation on survival functions and related dependence concepts ⋮ A new dependence ordering with applications ⋮ On the dependence between the extreme order statistics in the proportional hazards model ⋮ On the dependence structure of order statistics ⋮ Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes ⋮ Archimedean copulae and positive dependence ⋮ A study on LTD and RTI positive dependence orderings ⋮ Archimedean copulas derived from utility functions ⋮ Some notions of multivariate positive dependence ⋮ Some positive dependence stochastic orders

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