Positive Dependence of Signals
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Publication:4933207
DOI10.1239/jap/1285335417zbMath1201.60015OpenAlexW2001372679MaRDI QIDQ4933207
Publication date: 12 October 2010
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1285335417
conditional expectationsupermodularityconvex orderconcordance orderbivariate order of increasing-convex type
Inequalities; stochastic orderings (60E15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Related Items (6)
Testing for more positive expectation dependence with application to model comparison ⋮ Toward Qualitative Assessment of Rough Sets in Terms of Decision Attribute Values in Simple Decision Systems over Ontological Graphs ⋮ Global dependence stochastic orders ⋮ From risk reduction to risk elimination by conditional mean risk sharing of independent losses ⋮ Multivariate higher-degree stochastic increasing convexity ⋮ Model selection based on Lorenz and concentration curves, Gini indices and convex order
Cites Work
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- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Generalized Lorenz curve and monotone dependence orderings
- Signal Orderings Based on Dispersion and the Supply of Private Information in Auctions
- The s-convex orders among real random variables, with applications
- A relation between positive dependence of signal and the variability of conditional expectation given signal
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