Positive Dependence and Weak Convergence

DOI10.1239/JAP/1143936242zbMATH Open1099.60015OpenAlexW1991918760MaRDI QIDQ5488987FDOQ5488987

Authors: Antonio Colangelo, Alfred Müller, Marco Scarsini 

Publication date: 25 September 2006

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1143936242

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zbMATH Keywords

affiliationMTP\(_2\)conditionally increasing in sequence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

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• Positive dependence and monotonicity in conditional distributions
• On the preservation of the supermodular order under multivariate claim models

Cited In (4)

• A weak positive orthant dependence concept
• A positive dependence notion based on componentwise unimodality of copulas
• Positive Dependence of Signals
• Dependence by total positivity

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