Weak association of random variables

Ludger Rüschendorf

Journal of Multivariate Analysis, 1981, vol. 11, issue 3, 448-451

Abstract: The dependence concept of weak association is introduced and is shown to be equivalent to positive quadrant dependence. Furthermore, a characterization of independence in the class of positive quadrant dependent random variables by means of moment conditions is proved. Both results generalize some theorems proved by Lehmann and Jogdeo for the two- and three-dimensional case.

Keywords: Characterization; of; independence; positive; quadrant; dependence; positive; dependent; by; mixture (search for similar items in EconPapers)
Date: 1981
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