Increasing interdependence of multivariate distributions (Q435910): Difference between revisions
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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 | |||
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Property / reviewed by | |||
Property / reviewed by: Krzysztof Piasecki / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B82 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P30 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6055200 / rank | |||
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Property / zbMATH Keywords | |||
dependence ordering | |||
Property / zbMATH Keywords: dependence ordering / rank | |||
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stochastic orders | |||
Property / zbMATH Keywords: stochastic orders / rank | |||
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supermodularity | |||
Property / zbMATH Keywords: supermodularity / rank | |||
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weak association | |||
Property / zbMATH Keywords: weak association / rank | |||
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concordance | |||
Property / zbMATH Keywords: concordance / rank | |||
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Revision as of 00:57, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Increasing interdependence of multivariate distributions |
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Increasing interdependence of multivariate distributions (English)
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13 July 2012
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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.
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dependence ordering
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stochastic orders
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supermodularity
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weak association
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concordance
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