Positive dependence of random variables with a common marginal distribution

DOI10.1080/03610929008830443MaRDI QIDQ3352295zbMATH OpenOpenAlexFDO

Authors Moshe Shaked, Y. L. Tong

Publication date 1990

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

Full work available at URL https://doi.org/10.1080/03610929008830443

zbMATH Keywords

common univariate marginal distributioncorrelation matrixde Finetti's theoremmixture of distributionsmoment inequalitiesmultivariate normal distributionpartial orderingspositive dependence of random variablesprobability inequalitiesreviewstochastic ordering

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Exchangeability for stochastic processes (60G09) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A concept of positive dependence for exchangeable random variables
• A Multivariate Exponential Distribution
• A stochastic ordering induced by a concept of positive dependence and monotonicity of asymptotic test sizes
• An ordering theorem for conditionally independent and identically distributed random variables
• Association of Random Variables, with Applications
• Events which are almost independent
• scientific article; zbMATH DE number 3712886 (Why is no real title available?)
• Inequalities for a class of positively dependent random variables with a common marginal
• On Random Variables with Comparable Peakedness
• Peakedness of Distributions of Convex Combinations
• Some partial orderings of exchangeable random variables by positive dependence
• The multivariate normal distribution

Cited in

(7)

• Positive dependence in Markov chains
• Comparison of experiments via dependence of normal variables with a common marginal distribution
• Inequalities for a class of positively dependent random variables with a common marginal
• Comparison of experiments for a class of positively dependent random variables
• A necessary condition for positive dependence
• Positive Dependence of Exchangeable Sequences
• scientific article; zbMATH DE number 1094171 (Why is no real title available?)

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