Some Notions of Multivariate Positive Dependence

Posted: 12 Mar 2012

See all articles by Antonio Colangelo

Antonio Colangelo

European Central Bank (ECB)

Marco Scarsini

Luiss University Dipartimento di Economia e Finanza

Moshe Shaked

affiliation not provided to SSRN

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

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

Antonio Colangelo

European Central Bank (ECB) ( email )

Sonnemannstrasse 22
Frankfurt am Main, 60314
Germany

Marco Scarsini (Contact Author)

Luiss University Dipartimento di Economia e Finanza ( email )

Viale Romania 32
Rome, RM 00197
Italy

Moshe Shaked

affiliation not provided to SSRN ( email )

Do you have negative results from your research you’d like to share?

Paper statistics

Abstract Views
672
PlumX Metrics