Article ID Journal Published Year Pages File Type
1151632 Statistics & Probability Letters 2016 7 Pages PDF
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
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