Some notions of multivariate positive dependence

By A. Colangelo, Marco Scarsini, Moshe Shaked. 2005

66 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/479ad5465a13469836fafd4b9dc930c328f6662c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Raj Agrawal
2. Caroline Uhler
3. Uma Roy

In Finance

1. Raj Agrawal
2. Steffen L. Lauritzen
3. Caroline Uhler
4. Uma Roy

In Management Science and Operations Research

1. Raj Agrawal
2. Steffen L. Lauritzen
3. Kayvan Sadeghi
4. Nanny Wermuth
5. Caroline Uhler
6. Uma Roy

Citations in the corpus

• Covariance Matrix Estimation under Total Positivity for Portfolio Selection* (2019, background): “MTP 2 is a strong form of positive dependence that implies most other known forms including e.g. positive association ; see for example [CSS05] for a recent overview.”
• Total positivity in Markov structures (2015, background): “Furthermore, most other known definitions of positive dependence are implied by the MTP2 constraints; see for example [7] for a recent overview.”