A connection between supermodular ordering and positive/negative association
By Tasos C. Christofides, Eutichia Vaggelatou. 2004
157 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/da71e8daf824bd1e99f943daa1ca5996e8ee3fc6
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Citations in the corpus
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (2014, background): “Hu (2000) posed an open problem whether NA implies NSD. Christofides and Vaggelatou (2004) solved this open problem and indicated that NA implies NSD.”
- Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005, background): “6, Christofides and Vaggelatou (2004) show that an appropriate choice for C− is the independence copula CI .”
- Association and heterogeneity of insured lifetimes in the Lee–Carter framework (2007, background): “This is a direct consequence of Corollary 1(a) in Christophides & Vaggelatou ( 2004 ).”
- Comparison of multivariate risks and positive dependence (2004, methodology): “(a) Corollary 2.1 is due to Christofides and Vaggelatou [5] under the assumption of weak association.”
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model (2014, background): “Christofides and Vaggelatou (2004) solved this open problem and indicated that NA implies NSD. Negatively superadditive-dependent structure is an extension of negatively associated structure and sometimes more useful than it and can be used to get many important probability inequalities and moment…”