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Supermigrative copulas and positive dependence

Author

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  • Fabrizio Durante
  • Roberto 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. Copyright Springer-Verlag 2012

Suggested Citation

  • Fabrizio Durante & Roberto Ghiselli-Ricci, 2012. "Supermigrative copulas and positive dependence," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 327-342, July.
    • Handle: RePEc:spr:alstar:v:96:y:2012:i:3:p:327-342
    DOI: 10.1007/s10182-011-0165-2
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    References listed on IDEAS

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    1. Christian Meyer, 2009. "The Bivariate Normal Copula," Papers 0912.2816, arXiv.org.
    2. George Kimeldorf & Allan Sampson, 1989. "A framework for positive dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(1), pages 31-45, March.
    3. Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "De copulis non est disputandum - Copulae: An overview," SFB 649 Discussion Papers 2009-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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    Cited by:

    1. Zalzadeh, Saeed & Pellerey, Franco, 2016. "A positive dependence notion based on componentwise unimodality of copulas," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 51-57.

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