``Weak stochastic orderings and dependence measures

DOI10.1016/J.JSPI.2009.05.029MaRDI QIDQ840730zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

dependence measuresdependence orderings

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 1163776 (Why is no real title available?)
• A framework for positive dependence
• An application of Kendall distributions and alternative dependence measures: SPX vs. VIX
• An introduction to copulas.
• Bivariate dependence properties of order statistics
• Dependence for Archimedean copulas and aging properties of their generating functions
• Dependence orderings for generalized order statistics
• On nonparametric measures of dependence for random variables
• On the dependence structure of order statistics
• Positive dependence orderings
• Stochastic comparisons and dependence among concomitants of order statistics

Cited in

(5)

• scientific article; zbMATH DE number 218848 (Why is no real title available?)
• An application of Kendall distributions and alternative dependence measures: SPX vs. VIX
• Dependence ordering for Markov processes on partially ordered spaces
• A modified version of stochastic dominance involving dependence
• Weak decreasing stochastic order

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