Dependency measures under bivariate homogeneous shock models

DOI10.1080/02331880412331329863zbMath1075.62049OpenAlexW2009597527MaRDI QIDQ5317763

Jian Tian Wang, Yingfu Li

Publication date: 21 September 2005

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880412331329863

zbMATH Keywords

dependency measuresKendall's \(\tau\)bivariate exponential modelbivariate homogeneous shock model

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites Work

• Kendall's \(\tau\) is equal to the correlation coefficient for the BVE distribution
• Partial orderings of permutations and monotonicity of a rank correlation statistic
• Ordinal Measures of Association
• On measures of dependence
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Bivariate Survival Models Induced by Frailties
• Properties of a one-parameter family of bivariate distributions with specified marginals
• Small-Sample Results for the Kaplan-Meier Estimator
• Some Concepts of Dependence
• A Multivariate Exponential Distribution

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