A necessary condition for positive dependence

DOI10.1080/02331888708802028zbMath0633.62047OpenAlexW2038380491MaRDI QIDQ3771416

Egmar Rödel

Publication date: 1987

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888708802028

zbMATH Keywords

gamma distributionsbivariate absolutely continuous distributionseigenfunctions of integral equationsFairlie-distributionsfinite mean-square-contingencylocally most powerful rank tests for independencenecessary condition for positive dependencestrictly increasing transformations of the margins

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (2)

Bounds for joint probabilities of multistate systems using preservation of log‐concavity ⋮ Linear bank statistics with estimated scores for testing independence

Cites Work

• Families of positively dependent random variables
• The Structure of Bivariate Distributions
• Bivariate Exponential Distributions
• The performance of some correlation coefficients for a general bivariate distribution
• Scaling of Order Dependent Categorical Variables with Correspondence Analysis
• Some Concepts of Dependence
• The Canonical Correlation Coefficients of Bivariate Gamma Distributions

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