Concepts of Setwise Dependence
- 1 January 1989
- journal article
- research article
- Published by Cambridge University Press (CUP) in Probability in the Engineering and Informational Sciences
- Vol. 3 (3) , 367-380
- https://doi.org/10.1017/s0269964800001236
Abstract
This paper motivates and introduces a number of new concepts of positive dependence among sets of random variables. In particular, setwise positive upper (and lower) orthant dependence, setwise association, and other related concepts are studied and their relationships are explored. These new concepts are applied to various multivariate normal distributions, some of which have both positive and negative covariances. A variety of new and interesting inequalities are also obtained.Keywords
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