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A connection between supermodular ordering and positive/negative association

Citations

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Cited by:

  1. Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang, 2023. "Pairwise counter-monotonicity," Papers 2302.11701, arXiv.org, revised May 2023.
  2. Aiting Shen & Ying Zhang & Andrei Volodin, 2015. "Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(3), pages 295-311, April.
  3. Amiri, Mehdi & Izadkhah, Salman & Jamalizadeh, Ahad, 2020. "Linear orderings of the scale mixtures of the multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
  4. Yi, Zhang & Weng, Chengguo, 2006. "On the correlation order," Statistics & Probability Letters, Elsevier, vol. 76(13), pages 1410-1416, July.
  5. Meyer, Margaret & Strulovici, Bruno, 2012. "Increasing interdependence of multivariate distributions," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1460-1489.
  6. Enrico G. De Giorgi & Thierry Post, 2011. "Loss Aversion with a State-Dependent Reference Point," Management Science, INFORMS, vol. 57(6), pages 1094-1110, June.
  7. Xuejun Wang & Chen Xu & Tien-Chung Hu & Andrei Volodin & Shuhe Hu, 2014. "On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 607-629, September.
  8. Escudero, Laureano F. & Ortega, Eva-María, 2008. "Actuarial comparisons for aggregate claims with randomly right-truncated claims," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 255-262, October.
  9. Michel Denuit, 2009. "Life Anuities with Stochastic Survival Probabilities: A Review," Methodology and Computing in Applied Probability, Springer, vol. 11(3), pages 463-489, September.
  10. Xuejun Wang & Yi Wu & Shuhe Hu, 2018. "Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(1), pages 41-65, January.
  11. Rafał Wójcik & Charlie Wusuo Liu, 2022. "Bivariate Copula Trees for Gross Loss Aggregation with Positively Dependent Risks," Risks, MDPI, vol. 10(8), pages 1-24, July.
  12. Christofides, Tasos C. & Hadjikyriakou, Milto, 2012. "Maximal and moment inequalities for demimartingales and N-demimartingales," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 683-691.
  13. Nicole Bäuerle & Anja Blatter & Alfred Müller, 2008. "Dependence properties and comparison results for Lévy processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 67(1), pages 161-186, February.
  14. Eghbal, N. & Amini, M. & Bozorgnia, A., 2010. "Some maximal inequalities for quadratic forms of negative superadditive dependence random variables," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 587-591, April.
  15. Xuejun Wang & Aiting Shen & Zhiyong Chen & Shuhe Hu, 2015. "Complete convergence for weighted sums of NSD random variables and its application in the EV regression model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 166-184, March.
  16. Lauzier, Jean-Gabriel & Lin, Liyuan & Wang, Ruodu, 2023. "Pairwise counter-monotonicity," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 279-287.
  17. Garg, Mansi & Dewan, Isha, 2018. "On limiting distribution of U-statistics based on associated random variables," Statistics & Probability Letters, Elsevier, vol. 132(C), pages 7-16.
  18. Aiting Shen & Andrei Volodin, 2017. "Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 605-625, November.
  19. Bäuerle Nicole & Schmock Uwe, 2012. "Dependence properties of dynamic credit risk models," Statistics & Risk Modeling, De Gruyter, vol. 29(3), pages 243-268, August.
  20. Hu, Taizhong & Xie, Chaode & Ruan, Lingyan, 2005. "Dependence structures of multivariate Bernoulli random vectors," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 172-195, May.
  21. Chuancun Yin, 2019. "Stochastic Orderings of Multivariate Elliptical Distributions," Papers 1910.07158, arXiv.org, revised Nov 2019.
  22. Shashkin, Alexey, 2008. "A strong invariance principle for positively or negatively associated random fields," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2121-2129, October.
  23. Boukhari, Fakhreddine, 2020. "The Marcinkiewics–Zygmund strong law of large numbers for dependent random variables," Statistics & Probability Letters, Elsevier, vol. 161(C).
  24. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2005. "Some notions of multivariate positive dependence," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 13-26, August.
  25. Michel Denuit & Esther Frostig & Benny Levikson, 2007. "Supermodular Comparison of Time-to-Ruin Random Vectors," Methodology and Computing in Applied Probability, Springer, vol. 9(1), pages 41-54, March.
  26. Hu, Taizhong & Yang, Jianping, 2004. "Further developments on sufficient conditions for negative dependence of random variables," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 369-381, February.
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