Some results on dependent random variables and a connection with the multivariate s-increasing convex order

DOI10.1080/03610926.2017.1291977zbMATH Open1387.60036OpenAlexW2588358827MaRDI QIDQ4606453FDOQ4606453

Authors: Milto Hadjikyriakou 

Publication date: 7 March 2018

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1291977

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zbMATH Keywords

positive associationnegative associationKolmogorov-type inequalityHàjek-Rènyi inequalitymultivariate \(\mathbf s\)-increasing convex order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Cites Work

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Cited In (3)

• On risk dependence and mrl ordering
• A connection between supermodular ordering and positive/negative association.
• Concepts of Setwise Dependence

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