Dependence structures of multivariate Bernoulli random vectors

Taizhong Hu, Chaode Xie and Lingyan Ruan

Journal of Multivariate Analysis, 2005, vol. 94, issue 1, 172-195

Abstract: In some situations, it is difficult and tedious to check notions of dependence properties and dependence orders for multivariate distributions supported on a finite lattice. The purpose of this paper is to utilize a newly developed tool, majorization with respect to weighted trees, to lay out some general results that can be used to identify some dependence properties and dependence orders for multivariate Bernoulli random vectors. Such a study gives us some new insight into the relations between the concepts of dependence.

Keywords: Weakly; positive; (negatively); associated; Positively; (negatively); supermodular; dependent; Strongly; positive; (negative); orthant; dependent; Positive; (negative); orthant; dependent; Supermodular; order; Concordance; order; Majorization; with; respect; to; weighted; trees; Probability; trees (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (6)

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