``Weak stochastic orderings and dependence measures
From MaRDI portal
Publication:840730
DOI10.1016/J.JSPI.2009.05.029zbMath1171.60320OpenAlexW1996421628MaRDI QIDQ840730
Aaron Talebi, Robert L. Fountain
Publication date: 14 September 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.029
Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the dependence structure of order statistics
- An introduction to copulas.
- A framework for positive dependence
- An application of Kendall distributions and alternative dependence measures: SPX vs. VIX
- On nonparametric measures of dependence for random variables
- Stochastic comparisons and dependence among concomitants of order statistics
- Positive dependence orderings
- Bivariate dependence properties of order statistics
- Dependence orderings for generalized order statistics
This page was built for publication: ``Weak stochastic orderings and dependence measures