Some notions of multivariate positive dependence
From MaRDI portal
Publication:2567084
DOI10.1016/j.insmatheco.2004.09.004zbMath1085.60010OpenAlexW1967595049MaRDI QIDQ2567084
Antonio Colangelo, Marco Scarsini, Shaked, Moshe
Publication date: 29 September 2005
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.09.004
Related Items
Total positivity in exponential families with application to binary variables, A central limit theorem for costs in Bulinskaya's inventory management problem when deliveries face delays, A positive dependence notion based on componentwise unimodality of copulas, Multivariate distributions with proportional reversed hazard marginals, A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties, Optimal insurance design under background risk with dependence, Dependence properties of dynamic credit risk models, A note on the value of public information in monopoly, On the asymptotic covariance of the multivariate empirical copula process, One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests, Optimal rates for estimation of two-dimensional totally positive distributions, Convolutions of totally positive distributions with applications to kernel density estimation, Comparison results for inactivity times of \(k\)-out-of-\(n\) and general coherent systems with dependent components, On the invariant properties of notions of positive dependence and copulas under increasing transformations, Optimal reinsurance with positively dependent risks, Multivariate stochastic orders induced by case-control sampling, Absolute continuous multivariate generalized exponential distribution, Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes, Tail order and intermediate tail dependence of multivariate copulas, Stochastic properties of conditionally independent mixture models, Testing tail monotonicity by constrained copula estimation, Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures, Dependence in elliptical partial correlation graphs, A natural parametrization of multivariate distributions with limited memory, Conditional orderings and positive dependence, Directional dependence of random vectors, Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications, A study on LTD and RTI positive dependence orderings, Optimal capital allocations to interdependent actuarial risks, Maximum likelihood estimation in Gaussian models under total positivity, Positive Dependence and Weak Convergence, On the role of dependence in residual lifetimes, REGRESSION DEPENDENCE IN LATENT VARIABLE MODELS, Some positive dependence stochastic orders, Pricing CDOs with state-dependent stochastic recovery rates
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A framework for positive dependence
- A concept of negative dependence using stochastic ordering
- Dependence by total positivity
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- A connection between supermodular ordering and positive/negative association.
- Some remarks on the supermodular order
- Positive dependence orderings
- Some positive dependence stochastic orders
- Some concepts of mult1variate dependence
- A Theory of Auctions and Competitive Bidding
- LTD and RTI Dependence Orderings
- Some Concepts of Dependence
- Association of Random Variables, with Applications
- A Multivariate Definition for Increasing Hazard Rate Distribution Functions
- Relationships Among Some Concepts of Bivariate Dependence
- Stochastic Comparison of Random Vectors with a Common Copula
