Supermigrative copulas and positive dependence
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Publication:1633249
DOI10.1007/S10182-011-0165-2zbMath1443.62132OpenAlexW1984465117MaRDI QIDQ1633249
Fabrizio Durante, Roberto Ghiselli Ricci
Publication date: 19 December 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-011-0165-2
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)
Related Items (7)
A positive dependence notion based on componentwise unimodality of copulas ⋮ Joint weak hazard rate order under non-symmetric copulas ⋮ Integral transformation of a copula function ⋮ On joint weak reversed hazard rate order under symmetric copulas ⋮ Some results on a transformation of copulas and quasi-copulas ⋮ Supermigrativity of aggregation functions ⋮ A family of transformed copulas with a singular component
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