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- W3022909209 abstract "The zonoid of a d -dimensional random vector is used as a tool for measuring linear dependence among its components. A preorder of linear dependence is defined through inclusion of the zonoids. The zonoid of a random vector does not characterize its distribution, but it does characterize the size-biased distribution of its compositional variables. This fact will allow a characterization of our linear dependence order in terms of a linear-convex order for the size-biased compositional variables. In dimension 2 the linear dependence preorder will be shown to be weaker than the concordance order. Some examples related to the Marshall-Olkin distribution and to a copula model will be presented, and a class of measures of linear dependence will be proposed." @default.
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- W3022909209 date "2003-12-01" @default.
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- W3022909209 title "Zonoids, linear dependence, and size-biased distributions on the simplex" @default.
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- W3022909209 doi "https://doi.org/10.1017/s0001867800012635" @default.
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