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Bibliographic Details
Main Author: Mohammed, Nawaf
Format: Recurso digital
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Published: Zenodo 2026
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Online Access:https://doi.org/10.5281/zenodo.19670796
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  • <pre><span>We introduce joint exclusivity (</span><span>JE</span><span>), a form of extremal negative dependence that extends the classical notion of mutual exclusivity. The </span><span>JE</span><span> structure is analytically tractable and is defined by the exclusion of the interior of the non-negative </span><span>orthant</span><span>. We establish a sharp necessary and sufficient condition for the existence of a </span><span>JE</span><span> random vector with prescribed marginals, namely </span><span>$\sum_{i\in \N} \F_i(0) \leq n - 1$</span><span>.</span></pre> <pre> </pre> <pre><span>We propose a canonical construction that distributes probability mass on lower-dimensional faces of the support, while allowing flexible copula specifications within each face. The framework is further extended to a generalized class (G-</span><span>JE</span><span>) via marginal distortion functions. Finally, we identify a correspondence between the support structures of </span><span>JE</span><span> and joint </span><span>mixability</span><span>, revealing a structural link between the two concepts.</span></pre>