Aspects of negative dependence structures

DOI10.1080/03610926.2011.588362MaRDI QIDQ4921648zbMATH OpenOpenAlexFDO

Authors

Publication date 13 May 2013

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.588362

zbMATH Keywords

linear negative dependencenegative associationnegative orthant dependencenegative superadditive dependencestrong negative orthant dependence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

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Cites work

• A connection between supermodular ordering and positive/negative association.
• A multivariate extension of Hoeffding's lemma
• Association of Random Variables, with Applications
• Dependence structures in which uncorrelatedness implies independence
• Dependence structures of multivariate Bernoulli random vectors
• Further developments on sufficient conditions for negative dependence of random variables.
• How to transform correlated random variables into uncorrelated ones
• scientific article; zbMATH DE number 879949 (Why is no real title available?)
• Independence via uncorrelatedness under certain dependence structures
• Negative association of random variables, with applications
• Positively correlated normal variables are associated
• Setwise independence for some dependence structures
• Some Concepts of Dependence
• Some counterexamples in positive dependence
• Some remarks on the supermodular order
• Stochastic orders
• Weak association of random variables

Cited in

(7)

• Some counterexamples in positive dependence
• Negative dependence structures through stochastic ordering
• Hochberg procedure under negative dependence
• A note on some negative dependence notions
• scientific article; zbMATH DE number 7688003 (Why is no real title available?)
• Pairwise counter-monotonicity
• Mean convergence for weighted sums of negative superadditive dependent random variables

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