Directional Dependence Orders of Random Vectors

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mathematics-12-00419-v2.pdf (293.59 KB)

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URI: https://hdl.handle.net/10433/19971
DOI: 10.3390/math12030419

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2024-01-27

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de Amo , Enrique
Úbeda-Flores, Manuel

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MDPI

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Abstract

In this paper, we define a multivariate order based on the concept of orthant directional dependence and study some of its properties. The relationships with other dependence orders given in the literature are also studied. We analyze the order between two random vectors in terms of their associated copulas and illustrate our results with several examples.

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UAL2020-AGR-B1783
PID2021-122657OB-I00

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Copula
Dependence concept
Directional coefficient
Stochastic order

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Mathematics 2024, 12(3), 419

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DEMH - Artículos de revistas

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Attribution-NonCommercial-NoDerivatives 4.0 International
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 International