Supermigrative copulas and positive dependence

DOI10.1007/S10182-011-0165-2zbMATH Open1443.62132OpenAlexW1984465117MaRDI QIDQ1633249FDOQ1633249

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

Recommendations

• A positive dependence notion based on componentwise unimodality of copulas
• Supermigrativity of aggregation functions
• Some notions of multivariate positive dependence
• scientific article; zbMATH DE number 939775
• Some positive dependence stochastic orders

zbMATH Keywords

copulaGaussian copulapositive dependencesupermigrativitystochastic aging

Mathematics Subject Classification ID

Reliability and life testing (62N05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)

Cites Work

• An introduction to copulas.
• AGING FUNCTIONS AND MULTIVARIATE NOTIONS OF NBU AND IFR
• Title not available (Why is that?)
• Inequalities: theory of majorization and its applications
• De copulis non est disputandum. Copulae: an overview
• Some properties of a class of symmetric functions
• A new class of symmetric bivariate copulas
• Title not available (Why is that?)
• Semilinear copulas
• Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Supermigrative semi-copulas and triangular norms
• A framework for positive dependence
• The Bivariate Normal Copula
• A continuous general multivariate distribution and its properties
• Migrativity of aggregation functions
• On continuous triangular norms that are migrative
• A note on the convex combinations of triangular norms
• On the \(\alpha \)-migrativity of semicopulas, quasi-copulas, and copulas
• Bivariate survival models with Clayton aging functions

Cited In (9)

• A positive dependence notion based on componentwise unimodality of copulas
• Compound vectors of subordinators and their associated positive Lévy copulas
• Joint weak hazard rate order under non-symmetric copulas
• Supermigrativity of aggregation functions
• A family of transformed copulas with a singular component
• Title not available (Why is that?)
• Some results on a transformation of copulas and quasi-copulas
• On joint weak reversed hazard rate order under symmetric copulas
• Integral transformation of a copula function

This page was built for publication: Supermigrative copulas and positive dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1633249)