Dependence structures in which uncorrelatedness implies independence

DOI10.1016/0167-7152(86)90066-0MaRDI QIDQ1083780zbMATH OpenOpenAlexFDO

Authors Devendra Chhetry, George Kimeldorf, Hassan Zahedi

Publication date 1986

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(86)90066-0

zbMATH Keywords

dependence conditionsindependencelinear positive dependencemixed positive dependentpositively quadrant dependentsetwise positively upper-set dependentuncorrelatedness

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Review text

This paper considers dependence conditions under which the pairwise uncorrelatedness of the components of a random vector implies their independence. Some concepts of dependence between random vectors are developed, which together with uncorrelatedness imply the independence of the random vectors.

Recommendations

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Cites work

• An invariance principle for certain dependent sequences
• Association of Random Variables, with Applications
• Concepts of Setwise Dependence
• Independence via uncorrelatedness under certain dependence structures
• Negative association of random variables, with applications
• Some Concepts of Dependence

Cited in

(13)

• Weak association with a stress-strength model application
• Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
• Setwise independence for some dependence structures
• Uncorrelatedness sets of bounded random variables
• On measuring the dependence of uncorrelated random variables
• When does \(E(X^{k}\cdot Y^{l})=E(X^{k})\cdot E(Y^{l})\) imply independence?
• Concepts of Setwise Dependence
• Zero covariance and independence for some random pairs
• Bivariate Distributions with Gaussian-Type Dependence Structure
• scientific article; zbMATH DE number 1210784 (Why is no real title available?)
• Aspects of negative dependence structures
• A note on the equivalence between the conditional uncorrelation and the independence of random variables
• Independence via uncorrelatedness under certain dependence structures

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