LTD and RTI dependence orderings
- 1 March 2000
- journal article
- Published by Wiley in The Canadian Journal of Statistics / La Revue Canadienne de Statistique
- Vol. 28 (1) , 151-157
- https://doi.org/10.2307/3315794
Abstract
The authors show how the approach of Capéra à & Genest (The Canadian Journal of Statistics, 1990) can be used to order bivariate distributions with arbitrary marginals by their degree of dependence in the LTD (left‐tail decreasing) or RTI (right‐tail increasing) sense. Some properties of these new orderings are given, along with applications to Archimedean copulas, order statistics and compound random variables.Keywords
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