Conditional orderings and positive dependence
نویسندگان
چکیده
منابع مشابه
Reversing Conditional Orderings
We analyze some specific aspects concerning conditional orderings and relations among them. To this purpose we define a suitable concept of reversed conditional ordering and prove some related results. In particular we aim to compare the univariate stochastic orderings ≤st, ≤hr, and ≤lr in terms of differences among different notions of conditional orderings. Some applications of our result to ...
متن کاملConditional Dependence in Longitudinal Data Analysis
Mixed models are widely used to analyze longitudinal data. In their conventional formulation as linear mixed models (LMMs) and generalized LMMs (GLMMs), a commonly indispensable assumption in settings involving longitudinal non-Gaussian data is that the longitudinal observations from subjects are conditionally independent, given subject-specific random effects. Although conventional Gaussian...
متن کاملNegative dependence and stochastic orderings
We explore negative dependence and stochastic orderings, showing that if an integer-valued random variable W satisfies a certain negative dependence assumption, then W is smaller (in the convex sense) than a Poisson variable of equal mean. Such W include those which may be written as a sum of totally negatively dependent indicators. This is generalised to other stochastic orderings. Application...
متن کاملLTD and RTI dependence orderings
The authors show how the approach of Capéraà and Genest (Canad. J. Statist., 1990) can be used to order bivariate distributions with arbitrary marginals by their degree of dependence in the LTD (left-tail decreasing) or RTI (right-tail increasing) sense. Some properties of these new orderings are given, along with applications to Archimedean copulas, order statistics and compound random variables.
متن کاملCopula-based Orderings of Multivariate Dependence
In this paper I investigate the problem of de ning a multivariate dependence ordering. First, I provide a characterization of the concordance dependence ordering between multivariate random vectors with xed margins. Central to the characterization is a multivariate generalization of a well-known bivariate elementary dependence increasing rearrangement. Second, to order multivariate random vect...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2008
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2006.10.005