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A positive dependence notion based on componentwise unimodality of copulas

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  • Zalzadeh, Saeed
  • Pellerey, Franco

Abstract

A new property defined on the class of symmetric copulas is introduced and studied along this note. It is shown here that such a property can define a family of bivariate distribution functions satisfying all the characteristics listed in Kimeldorf and Sampson (1989) to be considered as a positive dependence notion. Applications, relationships with other positive dependence notions, further properties and the corresponding negative dependence notion are discussed as well.

Suggested Citation

  • Zalzadeh, Saeed & Pellerey, Franco, 2016. "A positive dependence notion based on componentwise unimodality of copulas," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 51-57.
    • Handle: RePEc:eee:stapro:v:112:y:2016:i:c:p:51-57
    DOI: 10.1016/j.spl.2016.01.011
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    References listed on IDEAS

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