Stochastic Properties Of p-Spacings Of Generalized Order Statistics
Probability in the Engineering and Informational Sciences
On the dependence structure of order statistics
Journal of Multivariate Analysis
An Introduction to Copulas (Springer Series in Statistics)
An Introduction to Copulas (Springer Series in Statistics)
On the dependence between the extreme order statistics in the proportional hazards model
Journal of Multivariate Analysis
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In this paper, we introduce a new copula-based dependence order to compare the relative degree of dependence between two pairs of random variables. Relationship of the new order to the existing dependence orders is investigated. In particular, the new ordering is stronger than the partial ordering, more monotone regression dependence as developed by Averous et al. [J. Averous, C. Genest, S.C. Kochar, On dependence structure of order statistics, Journal of Multivariate Analysis 94 (2005) 159-171]. Applications of this partial order to order statistics, k-record values and frailty models are given.