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A weakly dependence structure of multivariate processes

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  • Baek, Jong-Il

Abstract

In this paper, we introduce a new notion of weakly positive (negative) orthant dependence (WPOD (WNOD)) for multivariate stochastic processes. The importance of this paper lies in the fact that it is weaker than the positive (negative) orthant dependent (POD (NOD)) and it enjoys most of the properties and theoretical results of the WPOD (WNOD) processes. Examples are given to illustrate these concepts.

Suggested Citation

  • Baek, Jong-Il, 1997. "A weakly dependence structure of multivariate processes," Statistics & Probability Letters, Elsevier, vol. 34(4), pages 355-363, June.
    • Handle: RePEc:eee:stapro:v:34:y:1997:i:4:p:355-363
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    References listed on IDEAS

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    1. Shaked, Moshe, 1982. "A general theory of some positive dependence notions," Journal of Multivariate Analysis, Elsevier, vol. 12(2), pages 199-218, June.
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