Recent investigations about notions of bivariate aging have underlined the need to introduce some new properties of positive dependence for a bivariate random vector. Here, by using the recent notion of supermigrativity of a bivariate copula, a positive dependence property is introduced and investigated. Comparisons with other notions of positive dependence are also presented.
Supermigrative copulas and positive dependence
Durante F;
2012-01-01
Abstract
Recent investigations about notions of bivariate aging have underlined the need to introduce some new properties of positive dependence for a bivariate random vector. Here, by using the recent notion of supermigrativity of a bivariate copula, a positive dependence property is introduced and investigated. Comparisons with other notions of positive dependence are also presented.File in questo prodotto:
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