Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
397625 | International Journal of Approximate Reasoning | 2015 | 10 Pages |
Abstract
In this paper, multivariate dependence concepts such as affiliation, association and positive lower orthant dependent are studied in terms of copulas. Relationships among these dependent concepts are obtained. An affiliation is a notion of dependence among the elements of a random vector. It has been shown that the affiliation property is preserved using linear interpolation of subcopula. Also our results are applied to the multivariate skew-normal copula. As an application, the dependence concepts used in auction with affiliated signals are discussed. Several examples are given for illustration of the main results.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Zheng Wei, Tonghui Wang, Phuong Anh Nguyen,