Some Notions of Multivariate Positive Dependence
Posted: 12 Mar 2012
Date Written: March, 11 2012
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
JEL Classification: C18
Suggested Citation: Suggested Citation
Colangelo, Antonio and Scarsini, Marco and Shaked, Moshe, Some Notions of Multivariate Positive Dependence (March, 11 2012). Insurance: Mathematics and Economics, Vol. 37, No. 1, 2005, Available at SSRN: https://ssrn.com/abstract=2019820
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