IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v52y2011i1p125-138.html
   My bibliography  Save this article

Bivariate odds ratio and association measures

Author

Listed:
  • Ramesh Gupta

Abstract

No abstract is available for this item.

Suggested Citation

  • Ramesh Gupta, 2011. "Bivariate odds ratio and association measures," Statistical Papers, Springer, vol. 52(1), pages 125-138, February.
    • Handle: RePEc:spr:stpapr:v:52:y:2011:i:1:p:125-138
    DOI: 10.1007/s00362-009-0211-2
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00362-009-0211-2
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00362-009-0211-2?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Jones, M. C., 1998. "Constant Local Dependence," Journal of Multivariate Analysis, Elsevier, vol. 64(2), pages 148-155, February.
    2. Jorge Navarro & José Ruiz & Carlos Sandoval, 2006. "Reliability properties of systems with exchangeable components and exponential conditional distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(2), pages 471-484, September.
    3. Arnold, Barry C., 1987. "Bivariate distributions with pareto conditionals," Statistics & Probability Letters, Elsevier, vol. 5(4), pages 263-266, June.
    4. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2006. "Some positive dependence stochastic orders," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 46-78, January.
    5. Johnson, N. L. & Kotz, Samuel, 1975. "A vector multivariate hazard rate," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 53-66, March.
    6. E. Castillo & J. Galambos, 1989. "Conditional distributions and the bivariate normal distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 209-214, December.
    7. Ramesh Gupta & Rameshwar Gupta & Pushpa Gupta, 2006. "Monotonicity of the (reversed) hazard rate of the (maximum) minimum in bivariate distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 63(2), pages 223-241, April.
    8. Christian Genest & Jean‐François Quessy & Bruno Rémillard, 2006. "Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(2), pages 337-366, June.
    9. Becker, Niels G. & Utev, Sergey, 2002. "Multivariate Discrete Distributions with a Product-Type Dependence," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 509-524, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. M. Shafaei Noughabi & M. Kayid, 2019. "Bivariate quantile residual life: a characterization theorem and statistical properties," Statistical Papers, Springer, vol. 60(6), pages 2001-2012, December.
    2. M. Kayid & M. Shafaei Noughabi & A. M. Abouammoh, 2020. "A Nonparametric Estimator of Bivariate Quantile Residual Life Model with Application to Tumor Recurrence Data Set," Journal of Classification, Springer;The Classification Society, vol. 37(1), pages 237-253, April.

    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.
    1. Gupta, Ramesh C., 2001. "Reliability Studies of Bivariate Distributions with Pareto Conditionals," Journal of Multivariate Analysis, Elsevier, vol. 76(2), pages 214-225, February.
    2. Navarro, Jorge & Sarabia, José María, 2013. "Reliability properties of bivariate conditional proportional hazard rate models," Journal of Multivariate Analysis, Elsevier, vol. 113(C), pages 116-127.
    3. Ramesh C. Gupta, 2006. "Reliability studies of bivariate distributions with Pearson type VII conditionals," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 239-251.
    4. Colangelo Antonio, 2005. "Multivariate hazard orderings of discrete random vectors," Economics and Quantitative Methods qf05010, Department of Economics, University of Insubria.
    5. Indranil Ghosh & Osborne Banks, 2021. "A Study of Bivariate Generalized Pareto Distribution and its Dependence Structure Among Model Parameters," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 575-604, November.
    6. S. M. Sunoj & N. Vipin, 2019. "Some properties of conditional partial moments in the context of stochastic modelling," Statistical Papers, Springer, vol. 60(6), pages 1971-1999, December.
    7. J. Navarro & M. Esna-Ashari & M. Asadi & J. Sarabia, 2015. "Bivariate distributions with conditionals satisfying the proportional generalized odds rate model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(6), pages 691-709, August.
    8. Arnold, Barry C. & Sarabia, José María, 2022. "Conditional specification of statistical models: Classical models, new developments and challenges," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    9. Gijbels, Irène & Sznajder, Dominik, 2013. "Testing tail monotonicity by constrained copula estimation," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 338-351.
    10. Stefan Mittnik & Sandra Paterlini & Tina Yener, 2011. "Operational–risk Dependencies and the Determination of Risk Capital," Center for Economic Research (RECent) 070, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    11. M. Shafaei Noughabi & M. Kayid, 2019. "Bivariate quantile residual life: a characterization theorem and statistical properties," Statistical Papers, Springer, vol. 60(6), pages 2001-2012, December.
    12. Pasanisi, Alberto & Fu, Shuai & Bousquet, Nicolas, 2012. "Estimating discrete Markov models from various incomplete data schemes," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2609-2625.
    13. Fantazzini, Dean, 2010. "Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2562-2579, November.
    14. 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.
    15. Tjøstheim, Dag & Hufthammer, Karl Ove, 2013. "Local Gaussian correlation: A new measure of dependence," Journal of Econometrics, Elsevier, vol. 172(1), pages 33-48.
    16. Can, S.U. & Einmahl, John & Laeven, R.J.A., 2020. "Goodness-of-fit testing for copulas: A distribution-free approach," Other publications TiSEM 211b2be9-b46e-41e2-9b95-1, Tilburg University, School of Economics and Management.
    17. Torrado, Nuria & Lillo, Rosa E. & Wiper, Michael P., 2010. "On the conjecture of Kochar and Korwar," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1274-1283, May.
    18. Hofert, Marius & Mächler, Martin & McNeil, Alexander J., 2012. "Likelihood inference for Archimedean copulas in high dimensions under known margins," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 133-150.
    19. Oriol Roch Casellas & Antonio Alegre Escolano, 2005. "Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market," Working Papers in Economics 143, Universitat de Barcelona. Espai de Recerca en Economia.
    20. Shaomin Wu & Hongyan Dui & Linmin Hu, 2024. "Construction of copulas for bivariate failure rates," Annals of Operations Research, Springer, vol. 341(2), pages 1177-1189, October.

    Corrections

    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:stpapr:v:52:y:2011:i:1:p:125-138. 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.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.