Dependence structures of multivariate Bernoulli random vectors

DOI10.1016/j.jmva.2004.02.015zbMath1069.60021OpenAlexW2025697527MaRDI QIDQ558000

Taizhong Hu, Chaode Xie, Lingyan Ruan

Publication date: 30 June 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.02.015

zbMATH Keywords

Concordance orderMajorization with respect to weighted treesPositive (negative) orthant dependentPositively (negatively) supermodular dependentProbability treesStrongly positive (negative) orthant dependentSupermodular orderWeakly positively (negatively) associated

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (8)

Moment Inequalities for $m$-NOD Random Variables and Their Applications ⋮ Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns ⋮ Increasing interdependence of multivariate distributions ⋮ Aspects of Negative Dependence Structures ⋮ Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors ⋮ Unnamed Item ⋮ Relations between the spectral measures and dependence of MEV distributions ⋮ Complete convergence for weighted sums of NSD random variables and its application in the EV regression model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Independence via uncorrelatedness under certain dependence structures
• The multivariate normal distribution
• Supermodular stochastic orders and positive dependence of random vectors
• Orthant orderings of discrete random vectors
• Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals.
• Ordering ruin probabilities for dependent claim streams.
• A connection between supermodular ordering and positive/negative association.
• Some remarks on the supermodular order
• Multivariate concordance
• Setwise independence for some dependence structures
• Negative association of random variables, with applications
• On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems
• Majorization of Weighted Trees: A New Tool to Study Correlated Stochastic Systems
• Structural Analysis of a Queueing System with Multiclasses of Correlated Arrivals and Blocking
• Positive Dependence, Upper Sets, and Multidimensional Partitions

This page was built for publication: Dependence structures of multivariate Bernoulli random vectors