Dependence structure of a class of symmetric distributions

作者：Yao Junchao; Hu Taizhong^*

来源：Communications in Statistics - Theory and Methods, 2008, 37(9): 1338-1346.

DOI：10.1080/03610920701666310

• l(infinity)-spherical density
• multivariate likelihood ratio order
• multivariate totally positive of order 2
• order statistics

In this article, dependence structure of a class of symmetric distributions is considered. Let X and Y be two n-dimensional random vectors having such distributions. We investigate conditions on the generators of densities of X and Y such that X is MTP2, and X and Y can be compared in the multivariate likelihood ratio order. Nonnegativity of the covariance between functions of two adjacent order statistics of X is also given.

• 出版日期2008