Positive Dependence

Paulo Eduardo Oliveira
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Paulo Eduardo Oliveira: University of Coimbra, Department of Mathematics, CMUC

Chapter Chapter 1 in Asymptotics for Associated Random Variables, 2012, pp 1-33 from Springer

Abstract: Abstract This is an introductory chapter where the notions of positive dependence, with a particular interest in association, will be introduced. A few useful alternative characterizations of association will be studied. Basic properties are proved showing that, although some vagueness in its definition, association is reach enough to be an interesting structure. We include examples and applications that are illustrative of the scope and usefulness of this dependence notion. Association is natively a dependence structure on random variables, so we will discuss its extension to some more abstract spaces, highlighting the connections with the order structure of the underlying space. The chapter is concluded with a reference to other types of positive dependence and their relations. A brief discussion on negative dependence notions concludes the chapter.

Keywords: Order Relation; Dependence Structure; Nondecreasing Function; Positive Dependence; Nonincreasing Function (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-25532-8_1

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DOI: 10.1007/978-3-642-25532-8_1

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