IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v26y1996i2p119-124.html
   My bibliography  Save this article

Total positivity properties of the bivariate diagonal natural exponential families

Author

Listed:
  • Lu, I-Li
  • Richards, Donald

Abstract

The diagonal natural exponential families (NEFs) on [real]r were defined and classified recently by Bar-Lev et al. (1994). In this paper, we apply explicit formulas for the Mehler kernels of certain bivariate diagonal NEF classes to develop the total positivity properties of these NEFs and the variation-diminishing properties of their Mehler kernels.

Suggested Citation

  • Lu, I-Li & Richards, Donald, 1996. "Total positivity properties of the bivariate diagonal natural exponential families," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 119-124, February.
    • Handle: RePEc:eee:stapro:v:26:y:1996:i:2:p:119-124
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-7152(94)00261-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 499-516, December.
    2. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nowak, Piotr Bolesław, 2016. "The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 49-54.
    2. Chi, Chang Koo & Murto, Pauli & Valimaki, Juuso, 2017. "All-Pay Auctions with Affiliated Values," MPRA Paper 80799, University Library of Munich, Germany.
    3. Vikram Krishnamurthy & Udit Pareek, 2015. "Myopic Bounds for Optimal Policy of POMDPs: An Extension of Lovejoy’s Structural Results," Operations Research, INFORMS, vol. 63(2), pages 428-434, April.
    4. Badía, F.G. & Sangüesa, C. & Cha, J.H., 2014. "Stochastic comparison of multivariate conditionally dependent mixtures," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 82-94.
    5. Prokopovych, Pavlo & Yannelis, Nicholas C., 2019. "On monotone approximate and exact equilibria of an asymmetric first-price auction with affiliated private information," Journal of Economic Theory, Elsevier, vol. 184(C).
    6. Patricio S. Dalton & Sayantan Ghosal & Anandi Mani, 2016. "Poverty and Aspirations Failure," Economic Journal, Royal Economic Society, vol. 126(590), pages 165-188, February.
    7. Bhattacharya, Bhaskar, 2012. "Covariance selection and multivariate dependence," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 212-228.
    8. Castaño-Martínez, A. & Pigueiras, G. & Sordo, M.A., 2019. "On a family of risk measures based on largest claims," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 92-97.
    9. Elina Robeva & Bernd Sturmfels & Ngoc Tran & Caroline Uhler, 2021. "Maximum likelihood estimation for totally positive log‐concave densities," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(3), pages 817-844, September.
    10. Tsukuma, Hisayuki & Kubokawa, Tatsuya, 2008. "Stein's phenomenon in estimation of means restricted to a polyhedral convex cone," Journal of Multivariate Analysis, Elsevier, vol. 99(1), pages 141-164, January.
    11. H. Finner & M. Roters & K. Strassburger, 2017. "On the Simes test under dependence," Statistical Papers, Springer, vol. 58(3), pages 775-789, September.
    12. Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
    13. Barmalzan, Ghobad & Akrami, Abbas & Balakrishnan, Narayanaswamy, 2020. "Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 341-352.
    14. Junbo Son & Yeongin Kim & Shiyu Zhou, 2022. "Alerting patients via health information system considering trust-dependent patient adherence," Information Technology and Management, Springer, vol. 23(4), pages 245-269, December.
    15. Jian Yang, 2023. "A Partial Order for Strictly Positive Coalitional Games and a Link from Risk Aversion to Cooperation," Papers 2304.10652, arXiv.org.
    16. Michael Chwe, 2006. "Statistical Game Theory," Theory workshop papers 815595000000000004, UCLA Department of Economics.
    17. Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2022. "Efficient Allocations under Ambiguous Model Uncertainty," PSE Working Papers halshs-03828305, HAL.
    18. Battey, H.S. & Cox, D.R., 2022. "Some aspects of non-standard multivariate analysis," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    19. Ligtvoet, R., 2015. "A test for using the sum score to obtain a stochastic ordering of subjects," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 136-139.
    20. Huang, Wen-Tao & Xu, Bing, 2002. "Some maximal inequalities and complete convergences of negatively associated random sequences," Statistics & Probability Letters, Elsevier, vol. 57(2), pages 183-191, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:26:y:1996:i:2:p:119-124. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.