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Some notions of multivariate positive dependence
- Source :
- Insurance: Mathematics and Economics, Insurance: Mathematics and Economics, Elsevier, 2005, Vol. 37, N° 1, pp. 13-26. ⟨10.1016/j.insmatheco.2004.09.004⟩
- Publication Year :
- 2005
- Publisher :
- HAL CCSD, 2005.
-
Abstract
- International audience; The authors study new notions of positive dependence that are associated to multivariate stochastic orders of positive dependence introduced recently by Colangelo et al. [J. Multivar. Anal., to appear]. In particular, they discuss the relationship of these new notions to other existing concepts of positive dependence.
- Subjects :
- Statistics and Probability
Economics and Econometrics
Multivariate statistics
Left-tail decreasing
Right-tail increasing in sequence
Multivariate total positivity of order two
01 natural sciences
Combinatorics
010104 statistics & probability
Left corner set decreasing
Lower orthant decreasing ratio order
[SHS.ECO.ECO]Humanities and Social Sciences/Economics and Finance/domain_shs.eco.eco
0502 economics and business
0101 mathematics
Conditionally increasing in sequence
Mathematics
Conditionally increasing
050208 finance
Affiliation
Right-tail increasing
05 social sciences
Upper orthant increasing order ratio
Right corner set increasing
Statistics, Probability and Uncertainty
Left-tail decreasing in sequence
Mathematical economics
Subjects
Details
- Language :
- English
- ISSN :
- 01676687
- Database :
- OpenAIRE
- Journal :
- Insurance: Mathematics and Economics, Insurance: Mathematics and Economics, Elsevier, 2005, Vol. 37, N° 1, pp. 13-26. ⟨10.1016/j.insmatheco.2004.09.004⟩
- Accession number :
- edsair.doi.dedup.....d1d3c5d07cdbd264f283fa676eeb95e3