Title : ( Relationships among some concepts of multivariate )
Authors: Mohammad Amini , حمید رضا نیلی ثانی , Abolghasem Bozorgnia ,
Full TextAbstract
In this paper, we provide counterexamples to show that certain concepts of negative dependence are strictly stronger than others. In addition, we solve an open problem posed by Hu,et.al.(2005) referring to whether strong negative orthant dependence implies negative superadditive dependence. Finally, we characterize independence in the class of negative upper orthant dependence random variables under some suitable moment conditions.
Keywords
, Negatively upper orthant dependent, Negative association, Characterization of independence, Negative superadditive dependence, Linear negative dependence, Strong negative orthant dependence
@inproceedings{paperid:1006882,
author = {Amini, Mohammad and حمید رضا نیلی ثانی and Bozorgnia, Abolghasem},
title = {Relationships among some concepts of multivariate},
booktitle = {چهارمین کارگاه فرایندهای تصادفی کاربردی},
year = {2008},
location = {اصفهان, IRAN},
keywords = {Negatively upper orthant dependent; Negative association; Characterization of independence; Negative superadditive dependence; Linear negative dependence; Strong negative orthant dependence},
}
%0 Conference Proceedings
%T Relationships among some concepts of multivariate
%A Amini, Mohammad
%A حمید رضا نیلی ثانی
%A Bozorgnia, Abolghasem
%J چهارمین کارگاه فرایندهای تصادفی کاربردی
%D 2008
