A weakly dependence structure of multivariate processes

In this paper, we introduce a new notion of weakly positive (negative) orthant dependence (WPOD (WNOD)) for multivariate stochastic processes. The importance of this paper lies in the fact that it is weaker than the positive (negative) orthant dependent (POD (NOD)) and it enjoys most of the properties and theoretical results of the WPOD (WNOD) processes. Examples are given to illustrate these concepts.

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Year of publication:	1997
Authors:	Baek, Jong-Il
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 34.1997, 4, p. 355-363
Publisher:	Elsevier
Keywords:	POD WPOD (WNOD) Convolution Limit in distribution Compound distribution Convex combination

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259032