Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

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
Download PDF
⟨ Previous Next ⟩

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.

Keywords

References

  1. Statstics & Probab. Lett. v.34 A weakly dependence structure of multivariate processes Baek, J.I.
  2. Ann. Math. Statist. v.34 Properties of probability distributions with monotone hazard rate Barlow, R.E.;Marshall, A.W.;Proschan, F.
  3. Math. Operat. Res. v.1 Theory of maintained system Barlow, R.E.;Proschan, F.
  4. Statistical Theory of Reliability and Life Testing : Probability Models. Barlow, R.E.;Proschan, F.
  5. Naval research logistics v.34 Probability inequalities via negative dependence for random variables conditioned on order statistics Block, H.W.;Bueno, V.;Savits, T.H.
  6. Adv. Appl. Probab. v.20 Bivariate exponential and geometric autoregressive and autoregressive moving average models Block, H.;Langberg, N.A.;Stoffer, D.S.
  7. Jour.of Ame. St. Assoc. v.67 no.340 Dependence and aging aspects of multivariate survival Brindley, JR.E.C.;Thompson, JR.
  8. Comm. Statist. A v.10 Multivariate negative dependence Ebrahimi, N.;Ghosh, M.
  9. J. Appl. Probab. v.26 On the dependence structure of hitting times of multivariate processes Ebrahimi, N.;Ramallingam, T.
  10. Jour. of Multi. Anal. v.50 On the dependence of structure of multivaritae processes and corresponding hitting times Ebrahimi, N.
  11. Ann. Math. Statist. v.43 Relationships among some concepts of bivariate dependence Esary;Proschan, F.
  12. Ann. Math. Statist. v.38 Association of random variables, with applications Esary;Proschan, F.;Walkup, D.W.
  13. Proc. Nato Adv. Stu. Inst. Series 5 Dependence concepts for stochastic processes Friday, D.S.
  14. JMA v.29 Extrems of multivariate sequence Hsing, T.
  15. Ann. Math. Statist. v.73 Some concepts of dependence Lehmann, E.L.
  16. Jou. Appl. Pro. v.6 Recurrence times of clusters of poisson points Leslie, R.T.
  17. Adv. Appl. Pro. v.15 New better than used processes Marshall, A.;Shaked, M.
  18. Non-linear and Non-stationary Time Series Analysis Priestly, M.B.
  19. Stochastic orders and their applications Shaked, M.;Shanthikumar, G.T.
  20. Ann. Inst. statist. Math. Tokyo v.24 Families of positively dependent random variables Yanagimoto, T.