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In this paper we obtain based on an idea of M. Knott and C. S. Smith (1994, Linear Algebra Appl.199, 363-371) characterizations of solutions of three-coupling problems by reduction to the construction of optimal couplings of each of the variables to the sum. In the case of normal distributions...
Persistent link: https://www.econbiz.de/10005160347
A convergence theorem of Billingsley for the empirical process of stationary, real valued radom variables under a mixing condition is generalized to the k-dimensional and nonstationary case. Further a more general empirical process is treated, including the upper summation boundary as argument....
Persistent link: https://www.econbiz.de/10005199320
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...
Persistent link: https://www.econbiz.de/10005199684