Some counterexamples in positive dependence

Marco Scarsini (1, 2) , A. Müller , Taizhong Hu

1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
2 Dipartimento di Scienze Economiche e Aziendali

We provide some counterexamples showing that some concepts of positive dependence are strictly stronger than others. In particular we will settle two questions posed by Pemantle (2000) and Pellerey (2002) concerning respectively association versus weak association, weak association versus supermodular dependence, and supermodular dependence versus positive orthant dependence.

Mots clés: Association; weak association; supermodular dependence; positive orthant dependence.; positive orthant dependence

Domaines: Economie et sciences de la décision

Marco Scarsini, A. Müller, Taizhong Hu. Some counterexamples in positive dependence. Journal of Statistical Planning and Inference, 2004, Vol. 124, N°1, pp. 153-158. ⟨10.1016/S0378-3758(03)00201-5⟩. ⟨hal-00539628⟩