• 제목/요약/키워드: negatively upper orthant dependent

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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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