Dependence structure of extreme order statistics

DOI10.1080/00949655.2015.1134529OpenAlexW2303240803MaRDI QIDQ5221501FDOQ5221501

Authors: Mohammad Bolbolian Ghalibaf 

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1134529

zbMATH Keywords

mutual informationcopula functionassociation measuresextreme order statisticspositive likelihood ratio dependence

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• On nonparametric measures of dependence for random variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• An introduction to copulas.
• Dependence measures for extreme value analyses
• Title not available (Why is that?)
• Baker-Lin-Huang type bivariate distributions based on order statistics
• On the dependence structure of order statistics
• Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles
• A note on the relationship between Spearman's \(\rho \) and Kendall's \(\tau \) for extreme order statistics
• Title not available (Why is that?)
• Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\)
• Proof of a conjecture on Spearman's \(\rho\) and Kendall's \(\tau\) for sample minimum and maximum
• On the extremal dependence coefficient of multivariate distributions

Cited In (1)

• Title not available (Why is that?)

This page was built for publication: Dependence structure of extreme order statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5221501)