On the dependence structure of order statistics

DOI10.1016/j.jmva.2004.03.004zbMath1065.62087OpenAlexW1995379344MaRDI QIDQ557998

Jean Avérous, Subhash C. Kochar, Christian Genest

Publication date: 30 June 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.03.004

zbMATH Keywords

Kendall's tauSpearman's rhoConcordance orderingDispersive orderingExponential distributionMonotone regression dependenceStochastic increasingness

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Characterization and structure theory of statistical distributions (62E10)

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