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A framework for positive dependence

Citations

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Cited by:

  1. Dolati, Ali & Genest, Christian & Kochar, Subhash C., 2008. "On the dependence between the extreme order statistics in the proportional hazards model," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 777-786, May.
  2. Kochar, Subhash & Xu, Maochao, 2008. "A new dependence ordering with applications," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 2172-2184, October.
  3. Zalzadeh, Saeed & Pellerey, Franco, 2016. "A positive dependence notion based on componentwise unimodality of copulas," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 51-57.
  4. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2006. "Some positive dependence stochastic orders," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 46-78, January.
  5. Jorge Navarro & Franco Pellerey & Miguel A. Sordo, 2020. "Weak Dependence Notions and Their Mutual Relationships," Mathematics, MDPI, vol. 9(1), pages 1-27, December.
  6. Colangelo, Antonio, 2008. "A study on LTD and RTI positive dependence orderings," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2222-2229, October.
  7. Fabrizio Durante & Roberto Ghiselli-Ricci, 2012. "Supermigrative copulas and positive dependence," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 327-342, July.
  8. Nappo Giovanna & Spizzichino Fabio, 2020. "Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property," Dependence Modeling, De Gruyter, vol. 8(1), pages 1-33, January.
  9. Warrens, Matthijs J. & Heiser, Willem J., 2009. "Diagnostics for regression dependence in tables re-ordered by the dominant correspondence analysis solution," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 3139-3144, June.
  10. J. Christopher Westland, 2015. "Economics of eBay’s buyer protection plan," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 1(1), pages 1-20, December.
  11. Durante, Fabrizio & Foschi, Rachele & Spizzichino, Fabio, 2008. "Threshold copulas and positive dependence," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2902-2909, December.
  12. Franco Pellerey & Patrizia Semeraro, 2005. "A Note on the Portfolio Selection Problem," Theory and Decision, Springer, vol. 59(4), pages 295-306, December.
  13. Rudy Ligtvoet, 2022. "Incomplete Tests of Conditional Association for the Assessment of Model Assumptions," Psychometrika, Springer;The Psychometric Society, vol. 87(4), pages 1214-1237, December.
  14. Fabian J. Sting & Arnd Huchzermeier, 2012. "Dual sourcing: Responsive hedging against correlated supply and demand uncertainty," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(1), pages 69-89, February.
  15. Colangelo Antonio, 2006. "Some Positive Dependence Orderings involving Tail Dependence," Economics and Quantitative Methods qf0601, Department of Economics, University of Insubria.
  16. Mario Hellmich, 2018. "Component importance based on dependence measures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 87(2), pages 229-250, April.
  17. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2005. "Some notions of multivariate positive dependence," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 13-26, August.
  18. Stoyanov, Jordan, 1995. "Dependency measure for sets of random events or random variables," Statistics & Probability Letters, Elsevier, vol. 23(1), pages 13-20, April.
  19. Fuchs, Sebastian & Tschimpke, Marco, 2024. "A novel positive dependence property and its impact on a popular class of concordance measures," Journal of Multivariate Analysis, Elsevier, vol. 200(C).
  20. Nappo Giovanna & Spizzichino Fabio, 2020. "Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property," Dependence Modeling, De Gruyter, vol. 8(1), pages 1-33, January.
  21. Z. Fang & H. Joe, 1992. "Further developments on some dependence orderings for continuous bivariate distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(3), pages 501-517, September.
  22. P. Gagliardini & C. Gourieroux, 2008. "Duration time‐series models with proportional hazard," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 74-124, January.
  23. M. Taylor, 2007. "Multivariate measures of concordance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(4), pages 789-806, December.
  24. Marco Dall’Aglio & Marco Scarsini, 2000. "Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex," ICER Working Papers - Applied Mathematics Series 27-2003, ICER - International Centre for Economic Research, revised Jul 2003.
  25. Roger Nelsen & Manuel Úbeda-Flores, 2012. "Directional dependence in multivariate distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 677-685, June.
  26. Enrique de Amo & María del Rosario Rodríguez-Griñolo & Manuel Úbeda-Flores, 2024. "Directional Dependence Orders of Random Vectors," Mathematics, MDPI, vol. 12(3), pages 1-14, January.
  27. Bassan, Bruno & Spizzichino, Fabio, 2005. "Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 313-339, April.
  28. Denuit, Michel & Lefevre, Claude & Mesfioui, M'hamed, 1999. "A class of bivariate stochastic orderings, with applications in actuarial sciences," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 31-50, March.
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