Directional Dependence Orders of Random Vectors

de Amo , Enrique; Rodríguez-Griñolo, Rosario; Úbeda-Flores, Manuel

Publication:
Directional Dependence Orders of Random Vectors

dc.contributor.author	de Amo , Enrique
dc.contributor.author	Rodríguez-Griñolo, Rosario
dc.contributor.author	Úbeda-Flores, Manuel
dc.date.accessioned	2024-02-09T07:29:19Z
dc.date.available	2024-02-09T07:29:19Z
dc.date.issued	2024-01-27
dc.description.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.
dc.description.sponsorship	Departamento de economía, métodos cuantitativos e Hª Económica. Universidad Pablo de Olavide.
dc.format.mimetype	application/pdf
dc.identifier.citation	Mathematics 2024, 12(3), 419
dc.identifier.doi	10.3390/math12030419
dc.identifier.uri	https://hdl.handle.net/10433/19971
dc.language.iso	en
dc.publisher	MDPI
dc.relation.projectID	UAL2020-AGR-B1783
dc.relation.projectID	PID2021-122657OB-I00
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 International	en
dc.rights.accessRights	open access
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subject	Copula
dc.subject	Dependence concept
dc.subject	Directional coefficient
dc.subject	Stochastic order
dc.title	Directional Dependence Orders of Random Vectors
dc.type	journal article
dc.type.hasVersion	AM
dspace.entity.type	Publication
relation.isAuthorOfPublication	d39aea45-31dd-448d-ae85-e3181160d9e5
relation.isAuthorOfPublication.latestForDiscovery	d39aea45-31dd-448d-ae85-e3181160d9e5