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
Pages
14
From page
13
To page
26
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
Serial Year
2005
Journal title
Insurance Mathematics and Economics
Record number
1542925
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