A weak positive orthant dependence concept

zbMath0901.62070MaRDI QIDQ1387215

Tae-Sung Kim, H. Y. Seo, Jong-Il Baek

Publication date: 29 November 1998

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

positive quadrant dependencestochastically increasingpositive lower orthant dependenceassociatedlower orthant concave ordermultivariate positive dependencepositive upper orthant dependencestochastically right tail increasingupper orthant convex order

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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