Characterization of dependence concepts in normal distributions

DOI10.1007/BF02480946zbMath0475.62038MaRDI QIDQ1159420

Ludger Rüschendorf

Publication date: 1981

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic orderstochastic dependencenegative orthant dependencesimultaneous confidence boundslikelihood ratio dependenceassociation dependencepositive orthant dependence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical distribution theory (62E99)

Related Items (6)

VaR bounds in models with partial dependence information on subgroups ⋮ Bernoulli and tail-dependence compatibility ⋮ Ordering results for elliptical distributions with applications to risk bounds ⋮ Directional dependence of random vectors ⋮ Sklar's theorem, copula products, and ordering results in factor models ⋮ Concepts of Setwise Dependence

Cites Work

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• Association and probability inequalities
• Events which are almost independent
• Estimation of the Means of Dependent Variables
• A Survey onM-Matrices
• Some Concepts of Dependence
• A Note on Conservative Confidence Regions for the Mean of a Multivariate Normal
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• Association of Random Variables, with Applications

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