Title : ( Characterizations of independence under certain negative dependence structures )
Authors: Mohammad Amini , Nili Sani, H.R , Abolghasem Bozorgnia ,
Full TextAbstract
In this paper, we provide counterexamples to show that some 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 that negative superadditive dependence. A characterization of independence via moment conditions is shown to hold in the class of negative upper orthant dependence random variables. Moreover, if $(X_{1},X_2,...,X_{n})$ is a correlated normal random vector, we construct independence random variables $Y_{1},Y_2,...,Y_{n}$ and Matrix $\\\\textbf{A}$, such that $\\\\textbf{Y}=\\\\textbf{A}\\\\textbf{X}$ under certain negative dependence structures
Keywords
, Weak negative association, Negatively upper orthant dependent, Negative association, Characterization of independence, Negative superadditive dependence, Linear negative dependence, Strong negative orthant dependence, Uncorrelated, Independence
@inproceedings{paperid:1011503,
author = {Amini, Mohammad and Nili Sani, H.R and Bozorgnia, Abolghasem},
title = {Characterizations of independence under certain negative dependence structures},
booktitle = {هفتمین سمیتار احتمال و فرآیندهای تصادفی},
year = {2009},
location = {اصفهان, IRAN},
keywords = {Weak negative association; Negatively upper orthant dependent; Negative association; Characterization of independence; Negative superadditive dependence; Linear negative dependence; Strong negative orthant dependence; Uncorrelated; Independence},
}
%0 Conference Proceedings
%T Characterizations of independence under certain negative dependence structures
%A Amini, Mohammad
%A Nili Sani, H.R
%A Bozorgnia, Abolghasem
%J هفتمین سمیتار احتمال و فرآیندهای تصادفی
%D 2009
