Article ID Journal Published Year Pages File Type
10524747 Journal of Multivariate Analysis 2005 13 Pages PDF
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
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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