Dependence analysis between minimum and maximum order statistics

MaRDI QIDQ5320110zbMATH OpenFDO

Authors Fengzhen Liang, Daoji Shi

Publication date 22 July 2009

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)

Recommendations

• Revealing the dependence structure between \(X_{(1)}\) and \(X_{(n)}\)
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Cited in

(7)

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

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