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math.PR2026
Full negative regression dependence: counterexamples for tail dependence and negative association
Yuting Su, Taizhong Hu
We show that full negative regression dependence implies neither negative right-tail dependence nor negative left-tail dependence. A strictly positive distribution on a 2*2*3 recta…
math.PR2025
Further Developments on Stochastic Dominance for Convex Combinations of Infinite-Mean Random Variables
Keyi Zeng, Zhenfeng Zou, Yuting Su +1
In recent years, stochastic dominance for independent and identically distributed (iid) infinite-mean random variables has received considerable attention. The literature has ident…
math.PR2025
Negative Dependence in Knockout Tournaments
Yuting Su, Zhenfeng Zou, Taizhong Hu
Negative dependence in tournaments has received attention in the literature. The property of negative orthant dependence (NOD) was proved for different tournament models with a spe…