On Some Association Measures in the Multivariate Normal Distribution

DOI10.1081/STA-200037879zbMath1087.62074OpenAlexW2015485793MaRDI QIDQ5290386

Ramesh C. Gupta

Publication date: 28 April 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200037879

zbMATH Keywords

Odds ratioFailure rateMean residual life functionPartial regression coefficientsRight corner set increasing

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Cites Work

• Unnamed Item
• Unnamed Item
• The multivariate normal distribution
• On the multivariate normal hazard
• Multivariate Generalizations of the Proportional Hazards Model
• Bivariate Survival Models Induced by Frailties
• Time-Dependent Association Measures for Bivariate Survival Distributions
• A Family of Concepts of Dependence for Bivariate Distributions
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• The multivariate hazard gradient and moments of the truncated multinormal distribution
• On order relations between reliability measures
• A Multivariate Definition for Increasing Hazard Rate Distribution Functions

This page was built for publication: On Some Association Measures in the Multivariate Normal Distribution