Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On the Conditional Dependence Structure of Multivariate Random Variables

  • Baek, Jong-Il (Division of Mathematics & Information Statistics and Institute of Basic Natural Science, Wonkwang University) ;
  • Park, Sung-Tae (School of Business Administration, Wonkwang University) ;
  • Chung, Sung-Mo (Division of Mathematics & Information Statistics and Institute of Basic Natural Science, Wonkwang University) ;
  • Lee, Gil-Hwan (Graduate Students of Informational Statistics Dependent, Wonkwang University) ;
  • Heo, Gil-Pyo (Graduate Students of Informational Statistics Dependent, Wonkwang University)
  • Published : 2006.12.31
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Abstract

In this paper, we introduce a new notions of conditionally weak dependence and we study their properties, preservation of the conditionally weak independent and positive and negative quadrant dependent(CWQD) property under mixtures, limits, closure under convex combinations, and their interrelationships. Furthermore, we extend multivariate stochastic dependence to stronger conditions of dependence.

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References

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