Full negative regression dependence: counterexamples for tail dependence and negative association
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 rectangular state space provides an exact counterexample for the right-tail case, and its coordinatewise reflection yields a counterexample for the left-tail case. We further prove that this state-space size is minimal. The counterexample is established via a finite upper-set criterion using exact integer arithmetic. We also resolve the open question of whether full negative regression dependence implies negative association. A strictly positive distribution on {0,1,2}^4 satisfies full negative regression dependence yet violates negative association; this counterexample is verified by 17532 exact integer inequalities. The main results of this paper were first uncovered by the multi-agent mathematical system Eureka and later verified by the authors.