谷歌浏览器插件
订阅小程序
在清言上使用

A positive dependence notion based on componentwise unimodality of copulas

Statistics & Probability Letters(2016)

引用 1|浏览3
暂无评分
摘要
A new property defined on the class of symmetric copulas is introduced and studied along this note. It is shown here that such a property can define a family of bivariate distribution functions satisfying all the characteristics listed in Kimeldorf and Sampson (1989) to be considered as a positive dependence notion. Applications, relationships with other positive dependence notions, further properties and the corresponding negative dependence notion are discussed as well.
更多
查看译文
关键词
Positive dependence,Copulas,Supermigrativity,Stochastic orders
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要