Comparisons of concordance in additive models

DOI10.1016/J.SPL.2012.06.031zbMATH Open1275.60025OpenAlexW2015157081MaRDI QIDQ712552FDOQ712552

Salimeh Yasaei Sekeh, Moshe Shaked, Franco Pellerey

Publication date: 17 October 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.031

zbMATH Keywords

dispersive orderPearson correlation coefficientBlomqvist medial correlation coefficientKendall's concordance coefficientpeakedness order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• An introduction to copulas.
• Title not available (Why is that?)
• On a Measure of Dependence Between two Random Variables
• Comparison methods for stochastic models and risks
• Stochastic orders
• Correlation and dependence
• Generalized Marshall-Olkin distributions and related bivariate aging properties
• On the quantiles of the gamma and F distributions
• Dependence orderings for generalized order statistics
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• A class of multivariate new better than used distributions
• Dependence in target element detections induced by the environment

Cited In (1)

• General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes

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