``Weak stochastic orderings and dependence measures

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

zbMATH Keywords

dependence measuresdependence orderings

Mathematics Subject Classification ID

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

Cites Work

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• 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

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