Weak association of random variables

The dependence concept of weak association is introduced and is shown to be equivalent to positive quadrant dependence. Furthermore, a characterization of independence in the class of positive quadrant dependent random variables by means of moment conditions is proved. Both results generalize some theorems proved by Lehmann and Jogdeo for the two- and three-dimensional case.

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Year of publication:	1981
Authors:	Rüschendorf, Ludger
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 11.1981, 3, p. 448-451
Publisher:	Elsevier
Keywords:	Characterization of independence positive quadrant dependence positive dependent by mixture

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

Persistent link: https://www.econbiz.de/10005199684