Some Comments on Quadrant Dependence in Higher Dimensions.
Abstract
An extreme point analysis has been performed on two natural definitions of positive quadrant dependence of three random variable. This analysis helps us to understand how much these two notions of dependence are different. Keywords: Upper positive quadrant dependence; Lower positive quadrant dependence; Convex set; Extreme points.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1987
- Accession Number
- ADA190329
Entities
People
- K. Subramanyam
Organizations
- University of Pittsburgh