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Some Counterexamples in Positive Dependence

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Author Info

  • Taizhong Hu

    ()

  • Alfred Müller

    ()

  • Marco Scarsini

    ()

Abstract

We provide some counterexamples showing that some concepts of positive dependence are strictly stronger than others. In particular we will settle two questions posed by Pemantle (2000) and Pellerey (2002) concerning respectively association versus weak association, weak association versus supermodular dependence, and supermodular dependence versus positive orthant dependence.

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File URL: http://www.icer.it/docs/wp2003/Scarsini28-03.pdf
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Bibliographic Info

Paper provided by ICER - International Centre for Economic Research in its series ICER Working Papers - Applied Mathematics Series with number 28-2003.

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Length: 11 pages
Date of creation: Dec 2002
Date of revision: Jul 2003
Handle: RePEc:icr:wpmath:28-2003

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Related research

Keywords: Association; weak association; supermodular dependence; positive orthant dependence.;

References

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  1. Thibault Gajdos & John A. Weymark, 2003. "Multidimensional generalized Gini indices," ICER Working Papers - Applied Mathematics Series 16-2003, ICER - International Centre for Economic Research.
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  8. Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research.
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  13. Marco Dall’Aglio & Marco Scarsini, 2000. "Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex," ICER Working Papers - Applied Mathematics Series 27-2003, ICER - International Centre for Economic Research, revised Jul 2003.
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  20. Salvatore Modica & Marco Scarsini, 2003. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 01-2003, ICER - International Centre for Economic Research.
  21. Juan Dubra & Fabio Maccheroni & Efe Oki, 2001. "Expected utility theory without the completeness axiom," ICER Working Papers - Applied Mathematics Series 11-2001, ICER - International Centre for Economic Research.
  22. Domenico Menicucci, 2001. "Optimal two-object auctions with synergies," ICER Working Papers - Applied Mathematics Series 18-2001, ICER - International Centre for Economic Research.
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  29. Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series 10-2002, ICER - International Centre for Economic Research.
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Citations

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Cited by:
  1. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research.
  2. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research.
  3. Margaret Meyer & Bruno Strulovici, 2011. "Increasing Interdependence of Multivariate Distributions," Discussion Papers 1523, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  4. Gregor Dorfleitner & Michael Krapp, 2007. "On multiattributive risk aversion: some clarifying results," Review of Managerial Science, Springer, vol. 1(1), pages 47-63, April.
  5. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, EconWPA.
  6. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research.

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