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Comparisons of concordance in additive models

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  • Pellerey, Franco
  • Shaked, Moshe
  • Yasaei Sekeh, Salimeh

Abstract

In this note we compare bivariate additive models with respect to their Pearson correlation coefficients, Kendall’s τ concordance coefficients, and Blomqvist β medial correlation coefficients. The conditions that enable the comparisons involve variability stochastic orders such as the dispersive and the peakedness orders. Specifically we show that we can compare the Kendall’s τ concordance coefficients of Cheriyan and Ramabhadran’s bivariate gamma distributions, in spite of the fact that it is hard (and not necessary) to compute them.

Suggested Citation

  • Pellerey, Franco & Shaked, Moshe & Yasaei Sekeh, Salimeh, 2012. "Comparisons of concordance in additive models," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2059-2067.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:11:p:2059-2067
    DOI: 10.1016/j.spl.2012.06.031
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    References listed on IDEAS

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    3. Li, Xiaohu & Pellerey, Franco, 2011. "Generalized Marshall-Olkin distributions and related bivariate aging properties," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1399-1409, November.
    4. Mark A. Youngren, 1991. "Dependence in target element detections induced by the environment," Naval Research Logistics (NRL), John Wiley & Sons, vol. 38(4), pages 567-577, August.
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