Some results on dependent random variables and a connection with the multivariate s-increasing convex order

Milto Hadjikyriakou

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 24, 12087-12102

Abstract: In this paper, some new concepts of dependence are introduced that generalize the concepts of positive and negative association. The new concepts of dependence are linked to the multivariate s-increasing convex order. Furthermore, a Kolmogorov-type inequality and a Hàjek–Rènyi inequality are proven that lead to an asymptotic result for these new random objects.

Date: 2017
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DOI: 10.1080/03610926.2017.1291977

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