Total positivity of copulas from a Markov kernel perspective

DOI10.1016/J.JMAA.2022.126629OpenAlexW4293879925MaRDI QIDQ2084845FDOQ2084845

Authors: Yanyan Li 

Publication date: 13 October 2022

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

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
• Total positivity of copulas from a Markov kernel perspective
• Quantifying directed dependence via dimension reduction

Uses Software

• CopulaModel

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