Dependence, Concepts of

2014 ◽  
Author(s):  
Kumar Jogdeo
Keyword(s):  
Dependence Concepts

scholarly journals On the distance between convex-ordered random variables, with applications

2002 ◽  
Vol 34 (2) ◽  
pp. 349-374 ◽  
Author(s):  
Michael V. Boutsikas ◽  
Eutichia Vaggelatou
Keyword(s):  
Random Variables ◽  
Simple Approximation ◽  
Negative Dependence ◽  
Exponential Approximation ◽  
Probability Metrics ◽  
Convex Ordering ◽  
Compound Poisson ◽  
Approximation Techniques ◽  
Negatively Dependent Random Variables ◽  
Dependence Concepts

Simple approximation techniques are developed exploiting relationships between generalized convex orders and appropriate probability metrics. In particular, the distance between s-convex ordered random variables is investigated. Results connecting positive or negative dependence concepts and convex ordering are also presented. These results lead to approximations and bounds for the distributions of sums of positively or negatively dependent random variables. Applications and extensions of the main results pertaining to compound Poisson, normal and exponential approximation are provided as well.

Preservation of positive and negative orthant dependence concepts under mixtures and applications

2004 ◽  
Vol 41 (4) ◽  
pp. 961-974 ◽  
Author(s):  
Félix Belzunce ◽  
Patrizia Semeraro
Keyword(s):  
Discrete Distributions ◽  
Risk Theory ◽  
Multivariate Distributions ◽  
Dependence Concepts ◽  
Dependence Properties

In this paper we consider some dependence properties and orders among multivariate distributions, and we study their preservation under mixtures. Applications of these results in reliability, risk theory, and mixtures of discrete distributions are provided.

scholarly journals On the distance between convex-ordered random variables, with applications

2002 ◽  
Vol 34 (02) ◽  
pp. 349-374 ◽  
Author(s):  
Michael V. Boutsikas ◽  
Eutichia Vaggelatou
Keyword(s):  
Random Variables ◽  
Simple Approximation ◽  
Negative Dependence ◽  
Exponential Approximation ◽  
Probability Metrics ◽  
Convex Ordering ◽  
Compound Poisson ◽  
Approximation Techniques ◽  
Negatively Dependent Random Variables ◽  
Dependence Concepts

Simple approximation techniques are developed exploiting relationships between generalized convex orders and appropriate probability metrics. In particular, the distance between s-convex ordered random variables is investigated. Results connecting positive or negative dependence concepts and convex ordering are also presented. These results lead to approximations and bounds for the distributions of sums of positively or negatively dependent random variables. Applications and extensions of the main results pertaining to compound Poisson, normal and exponential approximation are provided as well.

scholarly journals Stochastic comparisons and bounds for conditional distributions by using copula properties

2018 ◽  
Vol 6 (1) ◽  
pp. 156-177 ◽  
Author(s):  
Jorge Navarro ◽  
Miguel A. Sordo
Keyword(s):  
Conditional Distributions ◽  
Stochastic Comparisons ◽  
Mathematical Properties ◽  
Dependence Concepts ◽  
Distorted Distributions

Abstract We prove that different conditional distributions can be represented as distorted distributions. These representations are used to obtain stochastic comparisons and bounds for them based on properties of the underlying copula. These properties can be used to explain the meaning of mathematical properties of copulas connecting them with dependence concepts. Some applications and illustrative examples are provided as well.

scholarly journals Multivariate dependence concepts through copulas

2015 ◽  
Vol 65 ◽  
pp. 24-33 ◽  
Author(s):  
Zheng Wei ◽  
Tonghui Wang ◽  
Phuong Anh Nguyen
Keyword(s):  
Dependence Concepts ◽  
Multivariate Dependence

Multivariate Models and Dependence Concepts

1998 ◽  
Vol 93 (443) ◽  
pp. 1237 ◽  
Author(s):  
Moshe Shaked ◽  
Harry Joe
Keyword(s):  
Multivariate Models ◽  
Dependence Concepts
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