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.

A Positive Dependence Notion based on Componentwise Unimodality of Copulas / Zalzadeh, Saeed; Pellerey, Franco. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 112:(2016), pp. 51-57. [10.1016/j.spl.2016.01.011]

A Positive Dependence Notion based on Componentwise Unimodality of Copulas

ZALZADEH, SAEED;PELLEREY, FRANCO
2016

Abstract

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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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11583/2628283
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