Title of article :
Some notions of multivariate positive dependence
Author/Authors :
Colangelo، نويسنده , , Antonio and Scarsini، نويسنده , , Marco and Shaked، نويسنده , , Moshe، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Abstract :
The authors study new notions of positive dependence that are associated to multivariate stochastic orders of positive dependence introduced recently by Colangelo et al. [J. Multivar. Anal., to appear]. In particular, they discuss the relationship of these new notions to other existing concepts of positive dependence.
Keywords :
Left-tail decreasing , Lower orthant decreasing ratio order , Multivariate total positivity of order two , Right-tail increasing , Right-tail increasing in sequence , Upper orthant increasing order ratio , Left-tail decreasing in sequence , affiliation , Conditionally increasing , Conditionally increasing in sequence , Left corner set decreasing , Right corner set increasing
Journal title :
Insurance Mathematics and Economics
Journal title :
Insurance Mathematics and Economics
