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Supermigrative copulas and positive dependence
Journal article   Peer reviewed

Supermigrative copulas and positive dependence

Fabrizio Durante and Roberto Ghiselli-Ricci
AStA Advances in Statistical Analysis, Vol.96(3), pp.327-342
96
2012
Handle:
https://hdl.handle.net/10863/304

Abstract

Recent investigations about notions of bivariate aging have underlined the need to introduce some new properties of positive dependence for a bivariate random vector. Here, by using the recent notion of supermigrativity of a bivariate copula, a positive dependence property is introduced and investigated. Comparisons with other notions of positive dependence are also presented.

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