On monotone dependence functions of the quantile type
Andrzej Krajka; Dominik Szynal
Applicationes Mathematicae (1995)
- Volume: 23, Issue: 1, page 51-72
- ISSN: 1233-7234
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topKrajka, Andrzej, and Szynal, Dominik. "On monotone dependence functions of the quantile type." Applicationes Mathematicae 23.1 (1995): 51-72. <http://eudml.org/doc/219116>.
@article{Krajka1995,
abstract = {We introduce the concept of monotone dependence function of bivariate distributions without moment conditions. Our concept gives, among other things, a characterization of independent and positively (negatively) quadrant dependent random variables.},
author = {Krajka, Andrzej, Szynal, Dominik},
journal = {Applicationes Mathematicae},
keywords = {associated random variables; quantile monotone dependence function; mixture of distribution functions; quantile; independent; positively (negatively) quadrant dependent random variables; monotone dependence function; nonparametric measure of dependence; monotone dependence function of bivariate distributions; characterization; quadrant dependent random variables},
language = {eng},
number = {1},
pages = {51-72},
title = {On monotone dependence functions of the quantile type},
url = {http://eudml.org/doc/219116},
volume = {23},
year = {1995},
}
TY - JOUR
AU - Krajka, Andrzej
AU - Szynal, Dominik
TI - On monotone dependence functions of the quantile type
JO - Applicationes Mathematicae
PY - 1995
VL - 23
IS - 1
SP - 51
EP - 72
AB - We introduce the concept of monotone dependence function of bivariate distributions without moment conditions. Our concept gives, among other things, a characterization of independent and positively (negatively) quadrant dependent random variables.
LA - eng
KW - associated random variables; quantile monotone dependence function; mixture of distribution functions; quantile; independent; positively (negatively) quadrant dependent random variables; monotone dependence function; nonparametric measure of dependence; monotone dependence function of bivariate distributions; characterization; quadrant dependent random variables
UR - http://eudml.org/doc/219116
ER -
References
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- [6] A. Krajka and D. Szynal, Nonparametric functional characteristics of dependence, C. R. Acad. Sci. Paris Sér. I 315 (1992), 1107-1112. Zbl0813.62047
- [7] L. Kubik, Sur un problème de M. D. Dugue, Comment. Math. (Prace Mat.) 13 (1969), 1-2.
- [8] E. L. Lehmann, Some concepts of dependence, Ann. Math. Statist. 37 (1966), 1137-1153. Zbl0146.40601
- [9] B. Schweitzer et E. F. Wolff, Sur une mesure de dépendance pour les variables aléatoires, C. R. Acad. Sci. Paris Sér. A 283 (1976), 659-661. Zbl0353.60008
- [10] B. Schweitzer et E. F. Wolff, On nonparametric measures of dependence for random variables, Ann. Statist. 9 (1981), 879-885. Zbl0468.62012
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