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Supermigrative copulas and positive dependence

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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.

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Authors and Affiliations

  1. School of Economics and Management, Free University of Bozen-Bolzano, 39100, Bolzano, Italy

    Fabrizio Durante

  2. Dipartimento di Economia Istituzioni Territorio, Università di Ferrara, 44121, Ferrara, Italy

    Roberto Ghiselli-Ricci

Authors
  1. Fabrizio Durante
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  2. Roberto Ghiselli-Ricci
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Correspondence to Roberto Ghiselli-Ricci.

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Durante, F., Ghiselli-Ricci, R. Supermigrative copulas and positive dependence. AStA Adv Stat Anal 96, 327–342 (2012). https://doi.org/10.1007/s10182-011-0165-2

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  • DOI: https://doi.org/10.1007/s10182-011-0165-2

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