IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-94-017-0061-0_15.html

A New Grade Measure of Monotone Multivariate Separability

In: Distributions With Given Marginals and Statistical Modelling

Author

Listed:
  • T. Kowalczyk

    (Institute of Computer Science PAS)

  • M. Niewiadomska-Bugaj

    (West Virginia University, Dept. of Statistics)

Abstract

It was shown (Cifarelli and Regazzini 1987) that maximal separation of two probability measures P and Q can be assessed by a maximal concentration curve of one of the probability measures with respect to the other. In case of two univariate distributions, one can measure their monotone separation by means of a monotone concentration curve and related numerical index ar. We are extending this idea into a multivariate case. We discuss properties of a proposed index of monotone separation of multivariate distributions, especially in relation to dependence and stochastic ordering, and show examples of how the index can be used in data analysis.

Suggested Citation

  • T. Kowalczyk & M. Niewiadomska-Bugaj, 2002. "A New Grade Measure of Monotone Multivariate Separability," Springer Books, in: Carles M. Cuadras & Josep Fortiana & José A. Rodriguez-Lallena (ed.), Distributions With Given Marginals and Statistical Modelling, pages 143-151, Springer.
    • Handle: RePEc:spr:sprchp:978-94-017-0061-0_15
    DOI: 10.1007/978-94-017-0061-0_15
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-94-017-0061-0_15. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.