• 제목/요약/키워드: negative orthant dependent

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A WEAK NEGATIVE ORTHANT DEPENDENCE

  • Han, Kwang-Hee
    • 대한수학회논문집
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    • 제12권3호
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    • pp.755-768
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    • 1997
  • In this paper we introduce a new concept of negative dependence of multivariate random variables. This concept is weaker than the negative orthant dependence(NOD) but it enjoys some properties and preservation results of NOD.

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THE COMPLETE MOMENT CONVERGENCE FOR ARRAY OF ROWWISE ENOD RANDOM VARIABLES

  • Ryu, Dae-Hee
    • 호남수학학술지
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    • 제33권3호
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    • pp.393-405
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    • 2011
  • In this paper we obtain the complete moment convergence for an array of rowwise extended negative orthant dependent random variables. By using the result we can prove the complete moment convergence for some positively orthant dependent sequence satisfying the extended negative orthant dependence.

A NOTE ON COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY ORTHANT DEPENDENT RANDOM VARIABLES

  • Kim, Hyun-Chull
    • 충청수학회지
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    • 제25권3호
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    • pp.507-519
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    • 2012
  • In this paper we obtain the complete moment convergence for an array of rowwise extended negative orthant dependent random variables. By using the result we can prove the complete moment convergence for some positively orthant dependent sequence satisfying the extended negative orthant dependence.

On the Negative Quadrant Dependence in Three Dimensions

  • Ko, Mi-Hwa;Kim, Tae-Sung
    • 호남수학학술지
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    • 제25권1호
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    • pp.117-127
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    • 2003
  • In this note we perform an extreme point analysis on two natural definitions of negative quadrant dependence of three random variables and examine how different these two notions of dependence. We also characterize some special distributions which are both negatively lower orthant dependent and negatively upper orthant dependent.

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A Note on the Weak Negative Dependence Structure

  • Baek, J.I.;Kim, T.S.;Park, D.H.;Lim, J.H.
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.845-858
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    • 2000
  • In this paper new results are obtained for multivariate processes which help us to identify weak negative orthant dependent(WNOD) structures among hitting times of the processes. Furthermore, an approach to derive dependence properties among the processes is proposed and a partial solution to the question tat what kinds of the dependence properties, when they are imposed on processes, are reflected as analogous properties of corresponding hitting times is give. Examples are given to illustrate these concepts.

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