In this note we compare bivariate additive models with respect to their Pearson correlation coecients, Kendall's concordance coecients, and Blomqvist medial correlation coefcients. The conditions that enable the comparisons involve variability stochastic orders such as the dispersive and the peakedness orders. Specically we show that we can compare the Kendall's concordance coecients of Cheriyan and Ramabhadran's bivariate gamma distributions, in spite of the fact that it is hard (and not necessary) to compute them.
Comparisons of Concordance in Additive Models / Pellerey, Franco; M., Shaked; S., Yasaei Sekeh. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 82:(2012), pp. 2059-2067. [10.1016/j.spl.2012.06.031]
Comparisons of Concordance in Additive Models
PELLEREY, FRANCO;
2012
Abstract
In this note we compare bivariate additive models with respect to their Pearson correlation coecients, Kendall's concordance coecients, and Blomqvist medial correlation coefcients. The conditions that enable the comparisons involve variability stochastic orders such as the dispersive and the peakedness orders. Specically we show that we can compare the Kendall's concordance coecients of Cheriyan and Ramabhadran's bivariate gamma distributions, in spite of the fact that it is hard (and not necessary) to compute them.File | Dimensione | Formato | |
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https://hdl.handle.net/11583/2497961
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