Some notions of multivariate positive dependence

Marco Scarsini, Antonio Colangelo and Moshe Shaked

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Abstract: The authors study new notions of positive dependence that are associated to multivariate stochastic orders of positive dependence introduced recently by Colangelo et al. [J. Multivar. Anal., to appear]. In particular, they discuss the relationship of these new notions to other existing concepts of positive dependence.

Keywords: Affiliation; Conditionally increasing; Conditionally increasing in sequence; Left corner set decreasing; Left-tail decreasing; Left-tail decreasing in sequence; Lower orthant decreasing ratio order; Multivariate total positivity of order two; Right corner set increasing; Right-tail increasing; Right-tail increasing in sequence; Upper orthant increasing order ratio (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (32)

Published in Insurance: Mathematics and Economics, 2005, Vol. 37, N° 1, pp. 13-26. ⟨10.1016/j.insmatheco.2004.09.004⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00539601

DOI: 10.1016/j.insmatheco.2004.09.004

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