Some notions of multivariate positive dependence
The authors study new notions of positive dependence that are associated to multivariate stochastic orders of positive dependence introduced recently by Colangelo et al. [J. Multivar. Anal., to appear]. In particular, they discuss the relationship of these new notions to other existing concepts of positive dependence.
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|Date of creation:||2005|
|Publication status:||Published in Insurance Mathematics and Economics, 2005, Vol. 37, N° 1, pp. 13-26. <10.1016/j.insmatheco.2004.09.004>|
|Note:||View the original document on HAL open archive server: https://hal-hec.archives-ouvertes.fr/hal-00539601|
|Contact details of provider:|| Web page: https://hal.archives-ouvertes.fr/|
References listed on IDEAS
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- George Kimeldorf & Allan Sampson, 1989. "A framework for positive dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(1), pages 31-45, March.
- Müller, Alfred & Scarsini, Marco, 2000.
"Some Remarks on the Supermodular Order,"
Journal of Multivariate Analysis,
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- Marco Scarsini & Alfred Muller, 2000. "Some remarks on the supermodular order," Post-Print hal-00540239, HAL.
- Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2006. "Some positive dependence stochastic orders," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 46-78, January.
- Marco Scarsini & Antonio Colangelo & Moshe Shaked, 2006. "Some positive dependence stochastic orders," Post-Print hal-00539122, HAL.
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- Milgrom, Paul R & Weber, Robert J, 1982. "A Theory of Auctions and Competitive Bidding," Econometrica, Econometric Society, vol. 50(5), pages 1089-1122, September.
- Paul Milgrom & Robert J. Weber, 1981. "A Theory of Auctions and Competitive Bidding," Discussion Papers 447R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- 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)