Stochastic monotonicity and the Markov product for copulas

DOI10.1016/j.jmaa.2021.125348zbMath1475.60049arXiv2012.08324OpenAlexW3111077394MaRDI QIDQ2041744

Christopher Strothmann, Karl Friedrich Siburg

Publication date: 23 July 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.08324

zbMATH Keywords

copulaMarkov operatorstochastic monotonicityMarkov product

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (3)

Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ Rearranged dependence measures ⋮ Total positivity of copulas from a Markov kernel perspective

Cites Work

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