Supermigrative copulas and positive dependence

DOI10.1007/S10182-011-0165-2MaRDI QIDQ1633249zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cited in

(9)

• Integral transformation of a copula function
• scientific article; zbMATH DE number 7640330 (Why is no real title available?)
• A positive dependence notion based on componentwise unimodality of copulas
• Compound vectors of subordinators and their associated positive Lévy copulas
• Some results on a transformation of copulas and quasi-copulas
• A family of transformed copulas with a singular component
• Joint weak hazard rate order under non-symmetric copulas
• Supermigrativity of aggregation functions
• On joint weak reversed hazard rate order under symmetric copulas

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