Functions of Concordance and Dependence with Related Measures

Tuncer Y., Arslan F., YILMAZ M.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.40, sa.18, ss.3349-3365, 2011 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 40 Sayı: 18
  • Basım Tarihi: 2011
  • Doi Numarası: 10.1080/03610926.2010.500110
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.3349-3365
  • Anahtar Kelimeler: Circular ordering, Concordance-dependence kernels, Dependence indices, Frechet class, Stochastic dominance, INEQUALITIES, ORDERINGS, MARGINALS
  • Ankara Üniversitesi Adresli: Evet

Özet

Some functions that serve as building blocks for construction of a wider range of modes of concordance and dependence are pointed. We probe into interplays of such modes. From the standpoint of their conformity to stochastic dominance ordering of distributions within a Frechet class, all such derived modes display some parallelism under certain conditions. We finally suggest a novel numeric measure of dependence that covers similar existing measures in literature.