Supermigrative copulas and positive dependence

Fabrizio Durante () and Roberto Ghiselli-Ricci ()
Authors registered in the RePEc Author Service: Roberto Ghiselli Ricci

AStA Advances in Statistical Analysis, 2012, vol. 96, issue 3, 327-342

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. Copyright Springer-Verlag 2012

Keywords: Copula; Gaussian copula; Positive dependence; Stochastic aging; Supermigrativity (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10182-011-0165-2

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