Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147011 | Journal of Multivariate Analysis | 2008 | 13 Pages |
Abstract
In this paper, we introduce a new copula-based dependence order to compare the relative degree of dependence between two pairs of random variables. Relationship of the new order to the existing dependence orders is investigated. In particular, the new ordering is stronger than the partial ordering, more monotone regression dependence as developed by Avérous et al. [J. Avérous, C. Genest, S.C. Kochar, On dependence structure of order statistics, Journal of Multivariate Analysis 94 (2005) 159–171]. Applications of this partial order to order statistics, kk-record values and frailty models are given.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Subhash Kochar, Maochao Xu,