In this paper we extend some recent results on the comparison of multivariate risk vectors w.r.t. supermodular and related orderings. We introduce a dependence notion called ‘weakly conditional increasing in sequence order’ that allows to conclude that ‘more dependent’ vectors in this ordering are also comparable w.r.t. the supermodular ordering. At the same time this ordering allows to compare...

We consider private value auctions where bidders’ types are dependent, a case usually treated by assuming affiliation. As any scientific assumption, affiliation has limitations and it is important to know them. We show that affiliation is a restrictive condition, that is, the set of affiliated distributions is small both in topological and measure-theoretical senses. The economic cases where af...

We characterize joint tails and tail dependence for a class of stochastic volatility processes. We derive the exact joint tail shape of multivariate stochastic volatility with innovations that have a regularly varying distribution tail. This is used to give four new characterizations of tail dependence. In three cases tail dependence is a non-trivial function of linear volatility memory paramet...

We characterize joint tails and tail dependence for a class of stochastic volatility processes. We derive the exact joint tail shape of multivariate stochastic volatility with innovations that have a regularly varying distribution tail. This is used to give four new characterizations of tail dependence. In three cases tail dependence is a non-trivial function of linear volatility memory paramet...

background: many psychiatric patients have nicotine and other substance dependence.   objective: to determine the prevalence of nicotine and opium dependence among psychiatric in-patients inkerman, a city in southwesterniran.   methods: three groups of psychiatric inpatients, chronic medical patients and a sample from local population, each including 400 subjects were selected.  nicotine depend...

We investigated the biophysical mechanism of low-frequency drift in blood-oxygen-level-dependent (BOLD) functional magnetic resonance imaging (fMRI) (0.00-0.01 Hz), by exploring its spatial distribution, dependence on imaging parameters, and relationship with task-induced brain activation. Cardiac and respiratory signals were concurrently recorded during MRI scanning and subsequently removed fr...