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.
Some notions of multivariate positive dependence / Colangelo, A.; Scarsini, Marco; Shaked, M.. - In: INSURANCE MATHEMATICS & ECONOMICS. - ISSN 0167-6687. - 37:(2005), pp. 13-26. [10.1016/j.insmatheco.2004.09.004]
Some notions of multivariate positive dependence
SCARSINI, MARCO;
2005
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.
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