In this paper a partial order of monotone dependence on the class of nonnegative bivariate random variables with given marginals is defined, based on the notion of generalized Lorenz curve of the regression function. Relations with other monotone dependence orderings are examined, with particular attention to the EQD ordering proposed by Kowalczyk and Pleszczynska (1977). We finally suggest a real-valued parameter coherent with the introduced ordering.
Generalized Lorenz curve and monotone dependence orderings
MULIERE, PIETRO;PETRONE, SONIA
1992
Abstract
In this paper a partial order of monotone dependence on the class of nonnegative bivariate random variables with given marginals is defined, based on the notion of generalized Lorenz curve of the regression function. Relations with other monotone dependence orderings are examined, with particular attention to the EQD ordering proposed by Kowalczyk and Pleszczynska (1977). We finally suggest a real-valued parameter coherent with the introduced ordering.
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