The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property
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References listed on IDEAS
- Z. Fang & H. Joe, 1992. "Further developments on some dependence orderings for continuous bivariate distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(3), pages 501-517, September.
- Takemi Yanagimoto & Masashi Okamoto, 1969. "Partial orderings of permutations and monotonicity of a rank correlation statistic," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 489-506, December.
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- Zalzadeh, Saeed & Pellerey, Franco, 2016. "A positive dependence notion based on componentwise unimodality of copulas," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 51-57.
- Rinott, Yosef & Scarsini, Marco, 2006.
"Total positivity order and the normal distribution,"
Journal of Multivariate Analysis,
Elsevier, vol. 97(5), pages 1251-1261, May.
- Marco Scarsini & Yosef Rinott, 2006. "Total positivity order and the normal distribution," Post-Print hal-00538990, HAL.
More about this item
KeywordsCopula Positive quadrant dependence Total positivity of order two TP2 ordering;
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