Setwise independence for some dependence structures
Characterization problems of setwise independence are considered by introducing the setwise dependence class SMk(n). Two questions are answered: 1. (i) Under which conditions is a strongly positive orthant dependent random vector setwise independent.2. (ii) Under what kind of dependence structure does a block diagonal covariance matrix imply setwise independence. The techniques involved in dealing with the above questions allow us to answer some open problems involving the SPOD class raised in Newman (1984, Inequalities in Statistics and Probability. IMS Lecture Notes--Monograph Series 5, pp. 127-140. IMS, Hayward, CA).
Year of publication: |
1990
|
---|---|
Authors: | Block, Henry W. ; Fang, Zhaoben |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 32.1990, 1, p. 103-119
|
Publisher: |
Elsevier |
Keywords: | setwise independence dependence strongly positively orthant dependence characterization |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Bai, Zhidong, (2014)
-
Characterization of nonhomogeneous Poisson processes via moment conditions
Fang, Zhaoben, (1991)
-
[Besprechung von:] Methods for statistical analysis of reliability and life data
Block, Henry W., (1976)
- More ...