``Weak stochastic orderings and dependence measures
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Publication:840730
DOI10.1016/J.JSPI.2009.05.029zbMATH Open1171.60320OpenAlexW1996421628MaRDI QIDQ840730FDOQ840730
Authors: 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
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Cites Work
- On nonparametric measures of dependence for random variables
- Title not available (Why is that?)
- An introduction to copulas.
- Positive dependence orderings
- A framework for positive dependence
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- Stochastic comparisons and dependence among concomitants of order statistics
- Dependence orderings for generalized order statistics
- On the dependence structure of order statistics
- Dependence for Archimedean copulas and aging properties of their generating functions
- Bivariate dependence properties of order statistics
- An application of Kendall distributions and alternative dependence measures: SPX vs. VIX
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