On monotone dependence functions of the quantile type
Krajka, Andrzej ; Szynal, Dominik
Applicationes Mathematicae, Tome 23 (1995), p. 51-72 / Harvested from The Polish Digital Mathematics Library
Access to full text
Full (PDF)

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.

Publié le : 1995-01-01
EUDML-ID : urn:eudml:doc:219116 
@article{bwmeta1.element.bwnjournal-article-zmv23i1p51bwm,
     author = {Andrzej Krajka and Dominik Szynal},
     title = {On monotone dependence functions of the quantile type},
     journal = {Applicationes Mathematicae},
     volume = {23},
     year = {1995},
     pages = {51-72},
     zbl = {0820.62056},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv23i1p51bwm}
}

Krajka, Andrzej; Szynal, Dominik. On monotone dependence functions of the quantile type. Applicationes Mathematicae, Tome 23 (1995) pp. 51-72. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv23i1p51bwm/

[000] [1] N. Blomquist, On a measure of dependence between two random variables, Ann. Math. Statist. 21 (1950), 593-600. | Zbl 0040.22403

[001] [2] K. Joag-Dev and F. Proschan, Negative association of random variables with applications, Ann. Statist. 11 (1982), 286-295. | Zbl 0508.62041

[002] [3] T. Kowalczyk, General definition and sample counterparts of monotonic dependence functions of bivariate distributions, Math. Operationsforsch. Statist. Ser. Statist. 8 (1987), 351-369. | Zbl 0374.62037

[003] [4] T. Kowalczyk and E. Pleszczyńska, Monotonic dependence functions of bivariate distributions, Ann. Statist. 5 (1977), 1221-1227. | Zbl 0374.62051

[004] [5] T. Kowalczyk, E. Pleszczyńska and W. Szczesny, Evaluation of stochastic dependence, in: Statistical Inference. Theory and Practice, T. Bromek and E. Pleszczyńska (eds.), PWN, Warszawa, and Kluwer Academic Publishers, Dordrecht, 1991, 106-132.

[005] [6] A. Krajka and D. Szynal, Nonparametric functional characteristics of dependence, C. R. Acad. Sci. Paris Sér. I 315 (1992), 1107-1112. | Zbl 0813.62047

[006] [7] L. Kubik, Sur un problème de M. D. Dugue, Comment. Math. (Prace Mat.) 13 (1969), 1-2.

[007] [8] E. L. Lehmann, Some concepts of dependence, Ann. Math. Statist. 37 (1966), 1137-1153. | Zbl 0146.40601

[008] [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. | Zbl 0353.60008

[009] [10] B. Schweitzer et E. F. Wolff, On nonparametric measures of dependence for random variables, Ann. Statist. 9 (1981), 879-885. | Zbl 0468.62012