Characterization of conditional covariance and unified theory in the problem of ordering random variables

DOI10.1007/BF00053957zbMath0681.62048MaRDI QIDQ1823585

Kentaro Nomakuchi, Toshio Sakata

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

orderingelliptically contoured distributionlinear predictorconditional covariancedecreasing in transposition function theory

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Unnamed Item
• Monotonicity in selection problems: A unified approach
• On the theory of elliptically contoured distributions
• Maximizing the probability of correctly ordering random variables using linear predictors
• Functions decreasing in transposition and their applications in ranking problems
• On some generalized farlie-gumbel-morgenstern distributions

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