Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

The Ordering of Conditionally Multivariate Random Vectors

  • Published : 2001.04.01
Download PDF
⟨ Previous Next ⟩

Abstract

In this paper, we will introduce multivariate versions of bivariate conditionally positive dependence and the partial ordering is developed among conditionally positive lower orthant dependent(CPLOD) random vectors. This permits us to measure the degree of CPLOD-ness and to compare pairs of CPLOD random vectors. Some proper ties and closure under certain statistical operations are derived.

Keywords

References

  1. Technical Report AFOSR 78-6 Two concepts of positive dependence with applications in multivariate analysis Ahmed,A.;Langberg,N.;Leon,R.;Proschan,F.
  2. Statistics & Probability Letters v.34 A weakly dependence structure of multivariate processes Baek,J.I.
  3. Statistical Theory of Reliability and Life Testing:Probability Models Barlow,R.;Proschan,F.
  4. Annals of Mathematical Statistics v.21 On a measure of dependence between two random variables Blomqvist,N.
  5. Stochastically Monotone Dependence Topics in Statistical Dependence v.16 Brady,B.M.;Singpurwalla,N.D.;H.W.Block(ed.);A.R.Sampson(ed.);T.H.Savits(ed.)
  6. Communications in Statistics v.11 no.21 The ordering of negative quadrant dependence Ebrahimi,N.
  7. Communications in Ststistics v.10 Multivariate Negative Dependence Ebrahimi,N.;Ghosh,M.
  8. Annals of Mathematical Statistics v.38 Association of random variables applications Esary,J.D.;Proschan,F.;Walkup,D.W.
  9. Proceedings of Nato Advanced Study Institute Series v.5 Dependence concepts for stochastic processes Friday,D.S.
  10. Technical Report, University of Connecticut Probability inequalities for mutivariate distribut ions dependence structures Glaz,J.;Johnson,B.M.
  11. Annals of Statistics v.14 Conditional Association and Unidimen sionality in Monotone Latent Variable Models Holland,P.W.;Rosenbaum,P.R.
  12. Journal of Multivariate Analysis v.10 Classes of orderings of measures and related correlation inequalities Karlin,S.;Rinott,Y.
  13. Annals of Mathematical Stati stics v.37 Some Concepts of Dependence Lehmann,E.
  14. Stochastic Processes Ross,S.M.
  15. Journal of Multivariate Analysis v.13 Positive dependence properties of elliptically symmetric distributions Sampson,A.R.
  16. Journal of Multivariate Analysis v.12 A General Theory of Some Positive Dependence Notions Shaked,M.