A positive dependence notion based on componentwise unimodality of copulas
Statistics & Probability Letters(2016)
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.
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关键词
Positive dependence,Copulas,Supermigrativity,Stochastic orders
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