• Bulletin of the Korean Mathematical Society
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• v.57 no.6
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• pp.1451-1473
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• 2020

Widely orthant dependence (WOD, in short) is a special dependence structure. In this paper, by using the probability inequalities and moment inequalities for WOD random variables, we study the L_p convergence and complete convergence for the partial sums respectively under the conditions of RCI(α), SRCI(α) and R-h-integrability. We also give an application to nonparametric regression models based on WOD errors by using the L_p convergence that we obtained. Finally we carry out some simulations to verify the validity of our theoretical results.

• Honam Mathematical Journal
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• v.23 no.1
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• pp.159-178
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• 2001

In this paper we introduce a new concept of positive orthant dependence of multivariate stochastic processes. This concept is weaker than the POD but it enjoys most of the properties and preservation results of the POD. Some examples are presented.

• Bulletin of the Korean Mathematical Society
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• v.52 no.3
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• pp.895-906
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• 2015

Recently, Li [12] gave an asymptotic formula for the ultimate ruin probability in a delayed-claim risk model with constant force of interest and pairwise quasi-asymptotically independent and extended-regularly-varying-tailed claims. This paper extends Li's result to the case in which the risk model is perturbed by diffusion, the claims are consistently-varying-tailed and the main-claim interarrival times are widely lower orthant dependent.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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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.

• Journal of applied mathematics & informatics
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• v.32 no.1_2
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• pp.161-169
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• 2014

We in this paper obtained the theoretical results for multivariate stochastic processes which help us to extended negatively orthant dependent(ENOD) structures among hitting times of the processes. In addition, some applications are given to illustrate these concepts.

• Journal of applied mathematics & informatics
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• v.31 no.3_4
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• pp.417-424
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• 2013

Giuliano Antonini et al.(2008) have introduced the concept of extended acceptability and the results show that the extended acceptability structure has no effect on the exponential inequality except replacing a constant M = 1 with a constant M > 0. We discuss the complete convergence for extended acceptable random variables by using the exponential inequality.

• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.237-247
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• 2001

In this paper, we will introduce multivariate versions of bivariate conditionally positive dependence and the partial ordering is developed among conditionally positive lower orthant dependent(CPLOD) random vectors. This permits us to measure the degree of CPLOD-ness and to compare pairs of CPLOD random vectors. Some proper ties and closure under certain statistical operations are derived.

• Journal of the Korean Statistical Society
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• v.25 no.2
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• pp.243-253
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• 1996

Let X and Y be random vectors in R$^{n}$ . A random vector X is 'more associated' than Y if and only if P(X $\in$ A ∩ B) - P(X $\in$ A)P(X $\in$ B) $\geq$ P(Y $\in$ A ∩ B)-P(Y $\in$ A)P(Y $\in$ B) for all open upper sets A and B. By requiring the above inequality to hold for some open upper sets A and B various notions of positive dependence orderings which are weaker than 'more associated' ordering are obtained. First a general theory is given and then the results are specialized to some concepts of a particular interest. Various properties and interrelationships are derived.