Dependence analysis between minimum and maximum order statistics

zbMATH Open1174.62439MaRDI QIDQ5320110FDOQ5320110

Authors: Fengzhen Liang, Daoji Shi 

Publication date: 22 July 2009

Recommendations

• Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\)
• On Dependence Properties of Random Minima and Maxima
• On the dependence structure of order statistics
• Bivariate dependence properties of order statistics
• Extreme variances of order statistics in dependent samples

zbMATH Keywords

dependence measuresSpearman's rank correlation coefficientKendall's rank correlation coefficient

Mathematics Subject Classification ID

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

Cited In (7)

• On the dependence structure of order statistics
• On generalized order statistics and maximal correlation as a measure of dependence
• Automatic differentiation and maximal correlation of order statistics from discrete parents
• On Dependence Properties of Random Minima and Maxima
• On independence of time and cause
• Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\)
• Maximal dispersion of order statistics in dependent samples

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