The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property

DOI10.1016/S0167-7152(02)00095-0zbMath1023.62058MaRDI QIDQ1613092

François Verret, Christian Genest

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

copulapositive quadrant dependencetotal positivity of order two\(TP_2\) ordering

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (3)

A positive dependence notion based on componentwise unimodality of copulas ⋮ Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation ⋮ Total positivity order and the normal distribution

Cites Work

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• Some concepts of negative dependence
• The multivariate normal distribution
• Further developments on some dependence orderings for continuous bivariate distributions
• An introduction to copulas. Properties and applications
• Positive dependence orderings
• Partial orderings of permutations and monotonicity of a rank correlation statistic
• Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles

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