Continuous counterexamples for three dependence notions

Liang Hong

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 19, 4853-4858

Abstract: The notions of regression dependence, quadrant dependence and expectation dependence have been extensively studied in statistical theory and widely used in insurance theory. However, most extant counterexamples for these notions are discrete. In this note, we provide a set of continuous counterexamples to fill this gap in the literature.

Date: 2020
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2019.1609517 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4853-4858

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2019.1609517

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().