Some notions of multivariate positive dependence (Q2567084)

From MaRDI portal
Revision as of 02:08, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Some notions of multivariate positive dependence
scientific article

    Statements

    Some notions of multivariate positive dependence (English)
    0 references
    0 references
    0 references
    0 references
    29 September 2005
    0 references
    In a previous paper [J. Multivariate Anal. 97, No. 1, 46--78 (2006; Zbl 1086.62009)] the authors introduced stochastic orders for multivariate random variables. These stochastic orders belong to the class of multivariate positive dependence orders since they satisfy certain postulates (which are unfortunately not recalled in the present paper). The authors study multivariate notions of positive dependence that are connected to these stochastic orders. They consider relationships between several notions of positive dependence whereas some of these notions seem to be very specific.
    0 references
    affiliation
    0 references
    multivariate stochastic order
    0 references

    Identifiers