RT Journal Article
T1 Directional Dependence Orders of Random Vectors
A1 de Amo, Enrique
A1 Rodríguez-Griñolo, Rosario
A1 Úbeda-Flores, Manuel
K1 Copula
K1 Dependence concept
K1 Directional coefficient
K1 Stochastic order
AB 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.
PB MDPI
YR 2024
FD 2024-01-27
LK https://hdl.handle.net/10433/19971
UL https://hdl.handle.net/10433/19971
LA en
NO Mathematics 2024, 12(3), 419
NO Departamento de economía, métodos cuantitativos e Hª Económica. Universidad Pablo de Olavide.
DS RIO
RD May 24, 2026