Title : ( Aspects of Negative Dependence Structures )
Authors: Mohammad Amini , H.R. Nili Sani , Abolghasem Bozorgnia ,
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Abstract
In this paper, several counterexamples are provided which show that some concepts of negative dependence are strictly stronger than others. An open problem is solved which posed by Hu et al. (2005) referring to whether strong negative orthant dependence implies the negative superadditive dependence. Finally, for a dependence random vector (X_{1},X_2,...,X_{n}) (n geq 2) , we construct uncorrelated random variables Y_i=X_i+cU_i, ~~a.e.~~~i=1,2,...,n under certain dependence structures, where the vector textbf{U}=(U_{1},U_2,...,U_{n})$ is independent of (X_{1},X_2,...,X_{n}) .
Keywords
, Linear negative dependence, Negative orthant dependence, Negative association, Negative superadditive dependence, Strong negative orthant dependence
@article{paperid:1021877,
author = {Amini, Mohammad and H.R. Nili Sani and Bozorgnia, Abolghasem},
title = {Aspects of Negative Dependence Structures},
journal = {Communications in Statistics - Theory and Methods},
year = {2013},
volume = {42},
number = {4},
month = {February},
issn = {0361-0926},
pages = {907--917},
numpages = {10},
keywords = {Linear negative dependence; Negative orthant dependence; Negative association; Negative superadditive dependence; Strong negative orthant dependence},
}
%0 Journal Article
%T Aspects of Negative Dependence Structures
%A Amini, Mohammad
%A H.R. Nili Sani
%A Bozorgnia, Abolghasem
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2013
