A Note on the Weak Negative Dependence Structure

  • Baek, J.I. (School of Mathematical Science, Wonkwang University) ;
  • Kim, T.S. (School of Mathematical Science, Wonkwang University) ;
  • Park, D.H. (Department of Statistics, Hallym University) ;
  • Lim, J.H. (Department of Accounting Taejon National University of Technology)
  • Published : 2000.12.01

Abstract

In this paper new results are obtained for multivariate processes which help us to identify weak negative orthant dependent(WNOD) structures among hitting times of the processes. Furthermore, an approach to derive dependence properties among the processes is proposed and a partial solution to the question tat what kinds of the dependence properties, when they are imposed on processes, are reflected as analogous properties of corresponding hitting times is give. Examples are given to illustrate these concepts.

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