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On the class of g-monotone dependence functions

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  • Krajka, A.

Abstract

In this paper a higher class of monotone dependence functions is defined and their properties are investigated. A class of monotone dependence functions is introduced in Kowalczyk (1987) and Kowalczyk et al. (1977). Another, one parameter class is considered in Krajka et al. (1992). The higher class of monotone dependence functions described in this paper generalizes both these cases. The paper is complemented by examples and applications.

Suggested Citation

  • Krajka, A., 1998. "On the class of g-monotone dependence functions," Statistics & Probability Letters, Elsevier, vol. 39(3), pages 213-227, August.
  • Handle: RePEc:eee:stapro:v:39:y:1998:i:3:p:213-227
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    References listed on IDEAS

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    1. Nelsen, Roger B., 1992. "On measures of association as measures of positive dependence," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 269-274, July.
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