Total positivity of copulas from a Markov kernel perspective

DOI10.1016/J.JMAA.2022.126629MaRDI QIDQ2084845zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 13 October 2022

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2205.01914

zbMATH Keywords

copulaMarkov kerneldependence property

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Multivariate analysis (62Hxx) Distribution theory (60Exx)

Cites work

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Cited in

(4)

• Dependence properties of bivariate copula families
• A novel positive dependence property and its impact on a popular class of concordance measures
• Quantifying directed dependence via dimension reduction
• Total positivity of copulas from a Markov kernel perspective

Describes a project that uses

Uses Software

• CopulaModel

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