Continuous counterexamples for three dependence notions |
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Authors: | Liang Hong |
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Institution: | 1. Department of Mathematics, Robert Morris University, Moon Township, PA, USAhong@rmu.edu |
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Abstract: | AbstractThe notions of regression dependence, quadrant dependence and expectation dependence have been extensively studied in statistical theory and widely used in insurance theory. However, most extant counterexamples for these notions are discrete. In this note, we provide a set of continuous counterexamples to fill this gap in the literature. |
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Keywords: | Regression dependence quadrant dependence expectation dependence |
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