Increasing interdependence of multivariate distributions (Q435910): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(6 intermediate revisions by 5 users not shown) | |||
Property / author | |||
Property / author: Margaret A. Meyer / rank | |||
Property / author | |||
Property / author: Margaret A. Meyer / rank | |||
Normal rank | |||
Property / review text | |||
The authors explore five orderings of interdependence for multivariate distributions: greater weak association, the supermodular ordering, the convex-modular ordering, the dispersion ordering, and the concordance ordering. For two dimensions, all five are equivalent, whereas for three dimensions, the first four are strictly ranked and the last two are equivalent, and for four or more dimensions, all five are strictly ranked. For the special case of binary random variables, authors establish some equivalences among the orderings. | |||
Property / review text: The authors explore five orderings of interdependence for multivariate distributions: greater weak association, the supermodular ordering, the convex-modular ordering, the dispersion ordering, and the concordance ordering. For two dimensions, all five are equivalent, whereas for three dimensions, the first four are strictly ranked and the last two are equivalent, and for four or more dimensions, all five are strictly ranked. For the special case of binary random variables, authors establish some equivalences among the orderings. / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Krzysztof Piasecki / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B82 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P30 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6055200 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
dependence ordering | |||
Property / zbMATH Keywords: dependence ordering / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic orders | |||
Property / zbMATH Keywords: stochastic orders / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
supermodularity | |||
Property / zbMATH Keywords: supermodularity / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
weak association | |||
Property / zbMATH Keywords: weak association / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
concordance | |||
Property / zbMATH Keywords: concordance / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1989785423 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Assent-maximizing social choice / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the measurement of inequality under uncertainty / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Multivariate arrangement increasing functions with applications in probability and statistics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An invariance principle for weakly associated random vectors / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Networks in labor markets: Wage and employment dynamics and inequality / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An inequality measure for stochastic allocations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A connection between supermodular ordering and positive/negative association. / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Elementary multivariate rearrangements and stochastic dominance on a Fréchet class / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Association of Random Variables, with Applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: To Each According to . . . ? Markets, Tournaments, and the Matching Problem with Borrowing Constraints / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Unequal uncertainties and uncertain inequalities: an axiomatic approach / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Network Games / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5812325 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Some counterexamples in positive dependence / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Dependence structures of multivariate Bernoulli random vectors / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Negative association of random variables, with applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Multivariate concordance / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4382161 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Coarse Matching / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Incentives, Compensation, and Social Welfare / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Increasing interdependence of multivariate distributions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Theory of Auctions and Competitive Bidding / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5817857 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2778807 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Supermodular stochastic orders and positive dependence of random vectors / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Some partial orderings of exchangeable random variables by positive dependence / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Assortative Matching and Search / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Inequalities for distributions with given marginals / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Minimizing a Submodular Function on a Lattice / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 11:45, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Increasing interdependence of multivariate distributions |
scientific article |
Statements
Increasing interdependence of multivariate distributions (English)
0 references
13 July 2012
0 references
The authors explore five orderings of interdependence for multivariate distributions: greater weak association, the supermodular ordering, the convex-modular ordering, the dispersion ordering, and the concordance ordering. For two dimensions, all five are equivalent, whereas for three dimensions, the first four are strictly ranked and the last two are equivalent, and for four or more dimensions, all five are strictly ranked. For the special case of binary random variables, authors establish some equivalences among the orderings.
0 references
dependence ordering
0 references
stochastic orders
0 references
supermodularity
0 references
weak association
0 references
concordance
0 references
0 references
0 references
0 references