Dependence structures in which uncorrelatedness implies independence

This paper considers dependence conditions under which the pairwise uncorrelatedness of the components of a random vector implies their independence. Some concepts of dependence between random vectors are developed, which together with uncorrelatedness implies the independence of the random vectors.

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Year of publication:	1986
Authors:	Chhetry, Devendra ; Kimeldorf, George ; Zahedi, Hassan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 4, p. 197-201
Publisher:	Elsevier
Keywords:	association negative association linear positive dependence positively quadrant dependent setwise positively upper-set dependent

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

Persistent link: https://www.econbiz.de/10005319295