A connection between supermodular ordering and positive/negative association.
From MaRDI portal
Publication:1421866
DOI10.1016/S0047-259X(03)00064-2zbMath1034.60016OpenAlexW1981604690MaRDI QIDQ1421866
Tasos C. Christofides, Eutichia Vaggelatou
Publication date: 3 February 2004
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00064-2
Related Items (88)
Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications ⋮ Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications ⋮ Some counterexamples in positive dependence ⋮ Limiting behavior of the partial sum for negatively superadditive dependent random vectors in Hilbert space ⋮ A note on the weak law of large numbers for weighted negatively superadditive dependent random variables ⋮ The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors ⋮ Generalized Marcinkiewicz Laws for Weighted Dependent Random Vectors in Hilbert Spaces ⋮ Life anuities with stochastic survival probabilities: A review ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Dependence properties of dynamic credit risk models ⋮ On stochastic dominance and the strong law of large numbers for dependent random variables ⋮ Supermodular comparison of time-to-ruin random vectors ⋮ On the rate of complete convergence for weighted sums of NSD random variables and an application ⋮ Comparison of multivariate risks and positive dependence ⋮ Equivalent conditions of the complete convergence for weighted sums of NSD random variables ⋮ The Kaplan–Meier estimator and hazard estimator for censored END survival time observations ⋮ On the almost sure convergence for sums of negatively superadditive dependent random vectors in Hilbert spaces and its application ⋮ Complete moment convergence for partial sums of arrays of rowwise negatively superadditive dependent random variables ⋮ Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications ⋮ Exponential convergence rates for the kernel bivariate distribution function estimator under NSD assumption with application to hydrology data ⋮ Complete moment convergence for double-indexed randomly weighted sums and its applications ⋮ Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications ⋮ Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection ⋮ Probability inequalities for sums of NSD random variables and applications ⋮ M-test in linear models with negatively superadditive dependent errors ⋮ On the strong convergence for weighted sums of negatively superadditive dependent random variables ⋮ Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications ⋮ Pointwise wavelet change-points estimation for dependent biased sample ⋮ On limiting distribution of U-statistics based on associated random variables ⋮ Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions ⋮ On complete convergence of moving average processes for NSD sequences ⋮ Kernel density estimation under negative superadditive dependence and its application for real data ⋮ Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric ⋮ The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables ⋮ Linear orderings of the scale mixtures of the multivariate skew-normal distribution ⋮ Maximal and moment inequalities for demimartingales and \(N\)-demimartingales ⋮ Laws of large numbers and complete convergence for WOD random variables and their applications ⋮ Pairwise counter-monotonicity ⋮ Complete f-moment convergence for negatively superadditive dependent random variables ⋮ Almost sure convergence theorem and strong stability for weighted sums of NSD random variables ⋮ Extrema of a multinomial assignment process ⋮ Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables ⋮ On complete moment convergence for weighted sums of negatively superadditive dependent random variables. ⋮ Some results on dependent random variables and a connection with the multivariate s-increasing convex order ⋮ Increasing interdependence of multivariate distributions ⋮ Unnamed Item ⋮ Further developments on sufficient conditions for negative dependence of random variables. ⋮ A Note on the Relations Between Some Concepts of Positive Dependence ⋮ Complete convergence and complete moment convergence for arrays of rowwise negatively superadditive dependent random variables ⋮ On the strong convergence and some inequalities for negatively superadditive dependent sequences ⋮ Some maximal inequalities for quadratic forms of negative superadditive dependence random variables ⋮ Dependence properties and comparison results for Lévy processes ⋮ Aspects of Negative Dependence Structures ⋮ Kaplan–Meier estimator and hazard estimator for censored negatively superadditive dependent data ⋮ Actuarial comparisons for aggregate claims with randomly right-truncated claims ⋮ Association and heterogeneity of insured lifetimes in the Lee–Carter framework ⋮ Dependence structures of multivariate Bernoulli random vectors ⋮ On the correlation order ⋮ Dependence ordering for Markov processes on partially ordered spaces ⋮ Asymptotic results for the multiple scan statistic ⋮ Risk Measures for Portfolio Vectors and Allocation of Risks ⋮ A strong invariance principle for positively or negatively associated random fields ⋮ On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models ⋮ On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors ⋮ Complete moment convergence for arrays of rowwise NSD random variables ⋮ On a Comparison Result for Markov Processes ⋮ Convergence properties for weighted sums of NSD random variables ⋮ On negative association of some finite point processes on general state spaces ⋮ Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors ⋮ The Marcinkiewics-Zygmund strong law of large numbers for dependent random variables ⋮ On association and other forms of positive dependence for Feller processes ⋮ Detection of multiple change points for linear processes under negatively super-additive dependence ⋮ Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors ⋮ Multivariate Counting Processes: Copulas and Beyond ⋮ Stochastic orderings of multivariate elliptical distributions ⋮ On weak law of large numbers for sums of negatively superadditive dependent random variables ⋮ Some notions of multivariate positive dependence ⋮ On the strong convergence forweighted sums of negatively superadditive dependent random variables ⋮ Association and Other Forms of Positive Dependence for Feller Evolution Systems ⋮ Relations between the spectral measures and dependence of MEV distributions ⋮ Complete moment convergence for weighted sums of negatively superadditive dependent random variables ⋮ Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables ⋮ The consistency of the nearest neighbor estimator of the density function based on WOD samples ⋮ The laws of large numbers for Pareto-type random variables with infinite means ⋮ Complete convergence for weighted sums of NSD random variables and its application in the EV regression model ⋮ Pricing CDOs with state-dependent stochastic recovery rates ⋮ Complete moment convergence and complete convergence for weighted sums of NSD random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Inequalities for distributions with given marginals
- A note on the almost sure convergence of sums of negatively dependent random variables
- The Hájek-Rényi inequality for the NA random variables and its application
- Stochastic ordering and dependence in applied probability
- Supermodular stochastic orders and positive dependence of random vectors
- Moment inequalities and weak convergence for negatively associated sequences
- Stop-loss order for portfolios of dependent risks
- Does positive dependence between individual risks increase stop-loss premiums?
- Some remarks on the supermodular order
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Negative association of random variables, with applications
- Smooth generators of integral stochastic orders.
- Subadditive functions on a distributive lattice and an extension of Szász's inequality
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Inequalities for stochastic models via supermodular orderings
- On the distance between convex-ordered random variables, with applications
- Modeling and Comparing Dependencies in Multivariate Risk Portfolios
- Minimizing a Submodular Function on a Lattice
- L-superadditive structure functions
- Association of Random Variables, with Applications
- Rearrangement Inequalities
- Inequalities: theory of majorization and its applications
- Stochastic ordering of multivariate normal distributions
This page was built for publication: A connection between supermodular ordering and positive/negative association.
