Further developments on sufficient conditions for negative dependence of random variables.
DOI10.1016/J.SPL.2003.10.023zbMath1102.60015OpenAlexW1972034621MaRDI QIDQ1427724
Publication date: 14 March 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2003.10.023
Order statisticshazard rate orderLikelihood ratio orderNegatively associatedHazard rate orderleft tail dependentNegativelyNegatively regression dependentNegatively right tail dependentReversedUsual stochastic order
Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)
Related Items (9)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A concept of negative dependence using stochastic ordering
- Classes of orderings of measures and related correlation inequalities. II. Multivariate reverse rule distributions
- Some concepts of negative dependence
- A comparison between homogeneous and heterogeneous portfolios.
- A connection between supermodular ordering and positive/negative association.
- Stochastic comparisons and dependence among concomitants of order statistics
- Sufficient conditions for negative association of random variables
- Negative association of random variables, with applications
- Bivariate dependence properties of order statistics
- Probability inequalities via negative dependence for random variables conditioned on order statistics
- The ordering of negative quadrant dependence
- A Family of Concepts of Dependence for Bivariate Distributions
- Balls and bins: A study in negative dependence
- On stochastic comparison of random vectors
- Inequalities: theory of majorization and its applications
This page was built for publication: Further developments on sufficient conditions for negative dependence of random variables.