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REGRESSION DEPENDENCE IN LATENT VARIABLE MODELS

Published online by Cambridge University Press:  06 March 2006

Taizhong Hu ,
Jing Chen  and
Chaode Xie
Taizhong Hu
Affiliation:
Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn
Jing Chen
Affiliation:
Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn
Chaode Xie
Affiliation:
Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn
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Abstract

Three new notions of positive dependence (positive regression dependence, positive left-tail regression dependence, and positive right-tail regression dependence) are studied in this article. Consider a latent variable model where the manifest random variables T1,T2,…,Tn given latent random variable/vector (Θ1,…,Θm) are conditional independent. Conditions are identified under which T1,…,Tn possesses the new dependence notions for different types of latent variable model. Applications of the results are also provided.

Information

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 20 , Issue 2 , April 2006 , pp. 363 - 379
Copyright
© 2006 Cambridge University Press

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