Comparisons of concordance in additive models

DOI10.1016/J.SPL.2012.06.031MaRDI QIDQ712552zbMATH OpenOpenAlexFDO

Authors Franco Pellerey, Salimeh Yasaei Sekeh, Moshe Shaked

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)

Recommendations

• Concordance and copulas: a survey
• scientific article; zbMATH DE number 3932217
• Multivariate concordance
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• On order statistics and Kendall's tau

Cites work

• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• A class of multivariate new better than used distributions
• An introduction to copulas.
• Comparison methods for stochastic models and risks
• Correlation and dependence
• Dependence in target element detections induced by the environment
• Dependence orderings for generalized order statistics
• Generalized Marshall-Olkin distributions and related bivariate aging properties
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• On a Measure of Dependence Between two Random Variables
• On the quantiles of the gamma and F distributions
• Stochastic orders

Cited in

(1)

• General Marshall-Olkin models, dependence orders, and comparisons of environmental processes

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