Some Comments on Quadrant Dependence in Higher Dimensions.
PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
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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.
- Theoretical Mathematics
- Statistics and Probability