A monotone dependence ordering based on the generalized Lorenz curve has been proposed by Muliere and Petrone (1990). In this work we give a sample counterpart of the monotone dependence function and an estimator of the monotone dependence index. Properties of the proposed estimator are studied.
A sample monotone dependence function based on the generalized Lorenz curve of concomitants of order statistics
MULIERE, PIETRO;PETRONE, SONIA
1995
Abstract
A monotone dependence ordering based on the generalized Lorenz curve has been proposed by Muliere and Petrone (1990). In this work we give a sample counterpart of the monotone dependence function and an estimator of the monotone dependence index. Properties of the proposed estimator are studied.
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