Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151632 | Statistics & Probability Letters | 2016 | 7 Pages |
Abstract
A new property defined on the class of symmetric copulas is introduced and studied along this note. It is shown here that such a property can define a family of bivariate distribution functions satisfying all the characteristics listed in Kimeldorf and Sampson (1989) to be considered as a positive dependence notion. Applications, relationships with other positive dependence notions, further properties and the corresponding negative dependence notion are discussed as well.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Saeed Zalzadeh, Franco Pellerey,