On the negative quadrant dependence in three dimensions

MaRDI QIDQ2801254zbMATH OpenFDO

Authors Mi-Hwa Ko, Tae-Sung Kim

Publication date 6 April 2016

Published in Honam Mathematical Journal (Search for Journal in Brave)

Full work available at URL http://www.koreascience.or.kr/article/ArticleFullRecord.jsp?cn=HNSHCY_2003_v25n1_117

zbMATH Keywords

convexextreme pointsnegative quadrant dependentnegatively lower orthant dependentnegatively upper orthant dependent

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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(1)

• ON THE LIMIT BEHAVIOR OF EXTENDED NEGATIVE QUADRANT DEPENDENCE

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