Directional Dependence Orders of Random Vectors
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...
| Autores: | , , |
|---|---|
| Tipo de recurso: | artículo |
| Fecha de publicación: | 2024 |
| País: | España |
| Institución: | Universidad Pablo de Olavide (UPO) |
| Repositorio: | RIO. Repositorio Institucional Olavide |
| Idioma: | inglés |
| OAI Identifier: | oai:rio.upo.es:10433/19971 |
| Acceso en línea: | https://hdl.handle.net/10433/19971 |
| Access Level: | acceso abierto |
| Palabra clave: | Copula Dependence concept Directional coefficient Stochastic order |
| Sumario: | 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. |
|---|