메뉴 건너뛰기




Volumn 123, Issue 1, 2004, Pages 41-47

Revealing the dependence structure between X(1) and X(n)

Author keywords

Copula; Dependence structure; Kendall's ; Order statistics; Spearman's

Indexed keywords


EID: 1642305852     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(03)00143-5     Document Type: Article
Times cited : (27)

References (9)
  • 2
    • 84963155808 scopus 로고
    • Spearman's ρ is larger than Kendall's τ for positively dependent random variables
    • Capéraà P. Genest C. Spearman's ρ is larger than Kendall's τ for positively dependent random variables Nonparametric Statist. 2 1993 183-194
    • (1993) Nonparametric Statist. , vol.2 , pp. 183-194
    • Capéraà, P.1    Genest, C.2
  • 3
    • 0001606204 scopus 로고
    • A family of distributions for modelling non-elliptically symmetric multivariate data
    • Cook R.D. Johnson M.E. A family of distributions for modelling non-elliptically symmetric multivariate data J. Roy. Statist. Soc. B 43 2 1981 210-218
    • (1981) J. Roy. Statist. Soc. B , vol.43 , Issue.2 , pp. 210-218
    • Cook, R.D.1    Johnson, M.E.2
  • 5
    • 0003723504 scopus 로고
    • Combinatorial identities. A Standardized Set of Tables Listing 500 Binomial Coefficient Summations
    • Rev. Ed. Morgantown, W. Va
    • Gould H.W. 1972 Combinatorial identities. A Standardized Set of Tables Listing 500 Binomial Coefficient Summations. Rev. Ed. Morgantown, W. Va.
    • (1972)
    • Gould, H.W.1
  • 7
    • 0000739250 scopus 로고
    • Some concepts of dependence
    • Lehmann E. Some concepts of dependence Ann. Math. Statist. 37 2 1966 1137-1153
    • (1966) Ann. Math. Statist. , vol.37 , Issue.2 , pp. 1137-1153
    • Lehmann, E.1
  • 9
    • 0000795592 scopus 로고
    • Fonctions de répartition à n dimensions et leurs marges
    • Sklar A. Fonctions de répartition à n dimensions et leurs marges Publ. Inst. Statist. Univ., Paris 8 1959 229-231
    • (1959) Publ. Inst. Statist. Univ., Paris , vol.8 , pp. 229-231
    • Sklar, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.