Some Counterexamples in Positive Dependence

Hu, Taizhong and Müller, Alfred and Scarsini, Marco (2003) Some Counterexamples in Positive Dependence. [Working Paper]. p. 11. ICER Working Papers - Applied Mathematics Series (No. 28-2003).

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We provide some counterexamples showing that some concepts of positive dependence are strictly stronger than others. In particular we will settle two questions posed by Pemantle (2000) and Pellerey (2002) concerning respectively association versus weak association, weak association versus supermodular dependence, and supermodular dependence versus positive orthant dependence.

Item Type: Report / Paper (Working Paper)
Research documents and activity classification: Working Papers > Refereed Working Papers / of international relevance
Divisions: Department of Business and Management
Additional Information: The definitive version of the paper has been published in "Journal of Statistical Planning and Inference", Vol. 124(1), August 2004, Pages 153-158, August 2004.
Uncontrolled Keywords: Association; weak association; supermodular dependence; positive orthant dependence.
MIUR Scientific Area: Area 13 - Economics and Statistics > SECS-S/01 Statistics
Deposited by: Maria Teresa Nistico
Date Deposited: 21 Dec 2010 11:47
Last Modified: 22 Apr 2015 00:13


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