Positive Dependence of Signals

DOI10.1239/jap/1285335417zbMath1201.60015OpenAlexW2001372679MaRDI QIDQ4933207

Michel M. Denuit

Publication date: 12 October 2010

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1285335417

zbMATH Keywords

conditional expectationsupermodularityconvex orderconcordance orderbivariate order of increasing-convex type

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (6)

Testing for more positive expectation dependence with application to model comparison ⋮ Toward Qualitative Assessment of Rough Sets in Terms of Decision Attribute Values in Simple Decision Systems over Ontological Graphs ⋮ Global dependence stochastic orders ⋮ From risk reduction to risk elimination by conditional mean risk sharing of independent losses ⋮ Multivariate higher-degree stochastic increasing convexity ⋮ Model selection based on Lorenz and concentration curves, Gini indices and convex order

Cites Work

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• A class of bivariate stochastic orderings, with applications in actuarial sciences
• Generalized Lorenz curve and monotone dependence orderings
• Signal Orderings Based on Dispersion and the Supply of Private Information in Auctions
• The s-convex orders among real random variables, with applications
• A relation between positive dependence of signal and the variability of conditional expectation given signal

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