• Title/Summary/Keyword: Conditionally weak positive quadrant dependence

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THE ORDERING OF CONDITIONALLY WEAK POSITIVE QUADRANT DEPENDENCE

  • BARK, JONG-IL;LEE, SEUNG-WOO;KIM, SO-YOUN;LEE, GIL-HWAN
    • Honam Mathematical Journal
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    • v.28 no.2
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    • pp.279-290
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    • 2006
  • In this paper, we introduced a new notion of conditionally weakly positive quadrant dependence(CWPQD) between two random variables and the partial ordering of CWPQD is developed to compare pairs of CWPQD random vectors. Some properties and closure under certain statistical operations are derived.

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On the Conditional Dependence Structure of Multivariate Random Variables

  • Baek, Jong-Il;Park, Sung-Tae;Chung, Sung-Mo;Lee, Gil-Hwan;Heo, Gil-Pyo
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.513-524
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    • 2006
  • In this paper, we introduce a new notions of conditionally weak dependence and we study their properties, preservation of the conditionally weak independent and positive and negative quadrant dependent(CWQD) property under mixtures, limits, closure under convex combinations, and their interrelationships. Furthermore, we extend multivariate stochastic dependence to stronger conditions of dependence.