Regression dependence in latent variable models

被引：5

作者：

Hu, TZ ^{[1
]}

Chen, J ^{[1
]}

Xie, CD ^{[1
]}

机构：

[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China

来源：

PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES | 2006年 / 20卷 / 02期

关键词：

D O I：

10.1017/S0269964806060220

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

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 T-1, T-2,..., T-n given latent random variable/vector (Theta(1),...,Theta(m)) are conditional independent. Conditions are identified under which T-1,..., T-n possesses the new dependence notions for different types of latent variable model. Applications of the results are also provided.

引用

页码：363 / 379

页数：17

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