A positive dependence notion based on componentwise unimodality of copulas

DOI10.1016/j.spl.2016.01.011zbMath1381.62079OpenAlexW2283834117MaRDI QIDQ273777

Saeed Zalzadeh, Franco Pellerey

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.01.011

zbMATH Keywords

positive dependencecopulasstochastic orderssupermigrativity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

Supermigrativity of aggregation functions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An introduction to copulas.
• Semilinear copulas
• Stochastic orders
• A framework for positive dependence
• Threshold copulas and positive dependence
• Are copulas unimodal?
• The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property
• Supermigrative copulas and positive dependence
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Positive dependence orderings
• A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders
• On bidding with securities: risk aversion and positive dependence
• Reducing model risk via positive and negative dependence assumptions
• Supermigrative semi-copulas and triangular norms
• On the invariant properties of notions of positive dependence and copulas under increasing transformations
• Some notions of multivariate positive dependence
• Bivariate copulas with cubic sections
• A new class of symmetric bivariate copulas
• Semi-polynomial copulas
• Positive Dependence and Weak Convergence

This page was built for publication: A positive dependence notion based on componentwise unimodality of copulas