A short note on the dependence structure of random vectors

José M. González-Barrios, Eduardo Gutiérrez-Peña and Raúl Rueda

Statistics & Probability Letters, 2019, vol. 146, issue C, 200-205

Abstract: In this note we define the concept of exhaustive dependence for a random vector X. In the case where the random vector X is not exhaustively dependent (e.d.), we give an easy decomposition of X in e.d. subvectors which are mutually independent. We also give sufficient conditions on bivariate subvectors of X in order for X to be e.d.

Keywords: Independence; Exhaustive dependence; Decomposition (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2018.11.023

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