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Supermigrative copulas and positive dependence

By F. Durante and R. Ghiselli Ricci

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

Topics: Copula, Gaussian copula, Positive dependence, Stochastic aging, Supermigrativity
Year: 2012
DOI identifier: 10.1007/s10182-011-0165-2
OAI identifier: oai:iris.unife.it:11392/1620669
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