Dependence Structure of a Class of Symmetric Distributions |
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| Authors: | Junchao Yao |
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| Institution: | Department of Statistics and Finance , University of Science and Technology of China , Anhui, People's Republic of China |
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| Abstract: | Abstract 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. |
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| Keywords: | ?∞-spherical density Multivariate likelihood ratio order Multivariate totally positive of order 2 Order statistics |
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