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Some results on dependent random variables and a connection with the multivariate s-increasing convex order

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Hadjikyriakou, Milto ORCID: 0000-0001-5672-7792 (2017) Some results on dependent random variables and a connection with the multivariate s-increasing convex order. Communication in Statistics -Theory and Methods . ISSN 0361-0926

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Official URL: http://dx.doi.org/10.1080/03610926.2017.1291977

Abstract

In this paper some new concepts of dependence are introduced that generalize the concepts of positive and negative association. The new concepts of dependence are linked to the multivariate s-increasing convex order (Denuit and Mesfioui (2010, 2013)). Furthermore, a Kolmogorov-type inequality and a Hajek-Renyi inequality are proven that lead to an asymptotic
result for these new random objects.

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