On the class of \(g\)-monotone dependence functions (Q1273028): Difference between revisions

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Latest revision as of 16:35, 28 May 2024

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On the class of \(g\)-monotone dependence functions
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    On the class of \(g\)-monotone dependence functions (English)
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    18 February 2001
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    A higher class of monotone dependence function is defined and their properties are investigated. A class of monotone dependence functions is introduced by \textit{T. Kowalczyk} et al. [Math. Operationsforsch. Stat., Ser. Stat. 8, 351-365 (1977; Zbl 0374.62037); Ann. Stat. 5, 1221-1227 (1977; Zbl 0374.62051)]. Another, one parameter class is considered by \textit{A. Krajka} et al. [C. R. Acad. Sci., Paris, Sér. I 315, No. 10, 1107-1112 (1992; Zbl 0813.62047)]. The higher class of monotone dependence functions described in this paper generalizes both these cases. The paper is complemented by examples and applications.
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    measures of dependence
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    quantile
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    independent
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    positively (negatively) quadrant dependent random variables
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    monotone dependence function
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