Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10524747 | Journal of Multivariate Analysis | 2005 | 13 Pages |
Abstract
Given a random sample from a continuous variable, it is observed that the copula linking any pair of order statistics is independent of the parent distribution. To compare the degree of association between two such pairs of ordered random variables, a notion of relative monotone regression dependence (or stochastic increasingness) is considered. Using this concept, it is proved that for i
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Jean Avérous, Christian Genest, Subhash C. Kochar,