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Dependence structures in which uncorrelatedness implies independence

Author

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  • Chhetry, Devendra
  • Kimeldorf, George
  • Zahedi, Hassan

Abstract

This paper considers dependence conditions under which the pairwise uncorrelatedness of the components of a random vector implies their independence. Some concepts of dependence between random vectors are developed, which together with uncorrelatedness implies the independence of the random vectors.

Suggested Citation

  • Chhetry, Devendra & Kimeldorf, George & Zahedi, Hassan, 1986. "Dependence structures in which uncorrelatedness implies independence," Statistics & Probability Letters, Elsevier, vol. 4(4), pages 197-201, June.
    • Handle: RePEc:eee:stapro:v:4:y:1986:i:4:p:197-201
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    Cited by:

    1. Li, Haijun & Scarsini, Marco & Shaked, Moshe, 1999. "Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 54-77, January.

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