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.

Supermigrative copulas and positive dependence

GHISELLI RICCI, Roberto
2012

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.
2012
F., Durante; GHISELLI RICCI, Roberto
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/1620669
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