Further developments on some dependence orderings for continuous bivariate distributions
Author
Abstract
Suggested Citation
DOI: 10.1007/BF00050701
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Joe, Harry, 1990. "Multivariate concordance," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 12-30, October.
- George Kimeldorf & Allan Sampson, 1989. "A framework for positive dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(1), pages 31-45, March.
- Paulauskas, V. J., 1976. "Some remarks on multivariate stable distributions," Journal of Multivariate Analysis, Elsevier, vol. 6(3), pages 356-368, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Colangelo, Antonio, 2008. "A study on LTD and RTI positive dependence orderings," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2222-2229, October.
- Genest, Christian & Verret, François, 2002. "The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property," Statistics & Probability Letters, Elsevier, vol. 57(4), pages 387-391, May.
- Avérous, Jean & Genest, Christian & C. Kochar, Subhash, 2005. "On the dependence structure of order statistics," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 159-171, May.
- Colangelo Antonio, 2006. "Some Positive Dependence Orderings involving Tail Dependence," Economics and Quantitative Methods qf0601, Department of Economics, University of Insubria.
- Rory McGee, 2023. "Adverse selection among early adopters and unraveling innovation," IFS Working Papers W23/40, Institute for Fiscal Studies.
- Roy McGee, 2023. "Adverse Selection Among Early Adopters and Unraveling Innovation," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 2022302, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Shyamal Ghosh & Prajamitra Bhuyan & Maxim Finkelstein, 2022. "On a bivariate copula for modeling negative dependence: application to New York air quality data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(5), pages 1329-1353, December.
- Moshe Shaked & Miguel A. Sordo & Alfonso Suárez-Llorens, 2012. "Global Dependence Stochastic Orders," Methodology and Computing in Applied Probability, Springer, vol. 14(3), pages 617-648, September.
- Juan José Ganuza & José S. Penalva, 2006.
"On information and competition in private value auctions,"
Economics Working Papers
937, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2006.
- Juan-José Ganuza, 2015. "On Information and Competition in Private Value Auctions," Working Papers 158, Barcelona School of Economics.
- Harry Joe, 2018. "Dependence Properties of Conditional Distributions of some Copula Models," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 975-1001, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Fuchs, Sebastian & Tschimpke, Marco, 2024. "A novel positive dependence property and its impact on a popular class of concordance measures," Journal of Multivariate Analysis, Elsevier, vol. 200(C).
- M. Taylor, 2007. "Multivariate measures of concordance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(4), pages 789-806, December.
- Roger Nelsen & Manuel Úbeda-Flores, 2012. "Directional dependence in multivariate distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 677-685, June.
- Koen Decancq, 2020.
"Measuring cumulative deprivation and affluence based on the diagonal dependence diagram,"
METRON, Springer;Sapienza Università di Roma, vol. 78(2), pages 103-117, August.
- Decancq, Koen, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," LIDAM Reprints CORE 3119, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koen Decancq, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," Working Papers 2004, Herman Deleeck Centre for Social Policy, University of Antwerp.
- Koen Decancq, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," Working Papers of Department of Economics, Leuven 652198, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Ho-Yin Mak & Zuo-Jun Max Shen, 2014. "Pooling and Dependence of Demand and Yield in Multiple-Location Inventory Systems," Manufacturing & Service Operations Management, INFORMS, vol. 16(2), pages 263-269, May.
- Koen Decancq, 2014.
"Copula-based measurement of dependence between dimensions of well-being,"
Oxford Economic Papers, Oxford University Press, vol. 66(3), pages 681-701.
- Decancq K, 2009. "Copula-based Measurement of Dependence Between Dimensions of Well-being," Health, Econometrics and Data Group (HEDG) Working Papers 09/32, HEDG, c/o Department of Economics, University of York.
- DECANCQ, Koen, 2014. "Copula-based measurement of dependence between dimensions of well-being," LIDAM Reprints CORE 2663, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koen DECANCQ, 2009. "Copula-based measurement of dependence between dimensions of well-being," Working Papers of Department of Economics, Leuven ces09.24, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- DECANCQ, Koen, 2014. "Copula-based measurement of dependence between dimensions of well-being," LIDAM Reprints CORE 2606, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Grothe, Oliver & Schnieders, Julius & Segers, Johan, 2013. "Measuring Association and Dependence Between Random Vectors," LIDAM Discussion Papers ISBA 2013026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- J. Christopher Westland, 2015. "Economics of eBay’s buyer protection plan," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 1(1), pages 1-20, December.
- Phillips, Peter C.B., 1995.
"Robust Nonstationary Regression,"
Econometric Theory, Cambridge University Press, vol. 11(5), pages 912-951, October.
- Peter C.B. Phillips, 1993. "Robust Nonstationary Regression," Cowles Foundation Discussion Papers 1064, Cowles Foundation for Research in Economics, Yale University.
- P. Gagliardini & C. Gourieroux, 2008.
"Duration time‐series models with proportional hazard,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 74-124, January.
- Patrick Gagliardini & Christian Gourieroux, 2002. "Duration Time Series Models with Proportional Hazard," Working Papers 2002-21, Center for Research in Economics and Statistics.
- Deng, Wenli & Wang, Jinglong & Zhang, Riquan, 2022. "Measures of concordance and testing of independence in multivariate structure," Journal of Multivariate Analysis, Elsevier, vol. 191(C).
- Bassan, Bruno & Spizzichino, Fabio, 2005. "Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 313-339, April.
- Tsionas, Mike, 2012. "Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models," MPRA Paper 40966, University Library of Munich, Germany, revised 20 Aug 2012.
- Włodzimierz Wysocki, 2015. "Kendall's tau and Spearman's rho for n -dimensional Archimedean copulas and their asymptotic properties," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(4), pages 442-459, December.
- Nappo Giovanna & Spizzichino Fabio, 2020. "Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property," Dependence Modeling, De Gruyter, vol. 8(1), pages 1-33, January.
- Ferreira Helena & Ferreira Marta, 2020. "Multivariate medial correlation with applications," Dependence Modeling, De Gruyter, vol. 8(1), pages 361-372, January.
- Betken, Annika & Dehling, Herold & Nüßgen, Ines & Schnurr, Alexander, 2021. "Ordinal pattern dependence as a multivariate dependence measure," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
- Morales-Nápoles, Oswaldo & Steenbergen, Raphaël D.J.M., 2014. "Analysis of axle and vehicle load properties through Bayesian Networks based on Weigh-in-Motion data," Reliability Engineering and System Safety, Elsevier, vol. 125(C), pages 153-164.
- Bielak, Łukasz & Grzesiek, Aleksandra & Janczura, Joanna & Wyłomańska, Agnieszka, 2021.
"Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling,"
Resources Policy, Elsevier, vol. 74(C).
- {L}ukasz Bielak & Aleksandra Grzesiek & Joanna Janczura & Agnieszka Wy{l}oma'nska, 2021. "Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling," Papers 2107.07142, arXiv.org.
- Jorge Navarro & Franco Pellerey & Miguel A. Sordo, 2020. "Weak Dependence Notions and Their Mutual Relationships," Mathematics, MDPI, vol. 9(1), pages 1-27, December.
More about this item
Keywords
Dependence ordering; regression dependence; concordance; copula;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:44:y:1992:i:3:p:501-517. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.