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Weak Dependence Notions and Their Mutual Relationships
- Source :
- Mathematics 2021, 9(1), 81, RODIN: Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz, Universidad de Cádiz, Mathematics, Vol 9, Iss 81, p 81 (2021), Mathematics; Volume 9; Issue 1; Pages: 81, RODIN. Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz, instname
- Publication Year :
- 2021
- Publisher :
- MDPI, 2021.
-
Abstract
- New weak notions of positive dependence between the components X and Y of a random pair (X,Y) have been considered in recent papers that deal with the effects of dependence on conditional residual lifetimes and conditional inactivity times. The purpose of this paper is to provide a structured framework for the definition and description of these notions, and other new ones, and to describe their mutual relationships. An exhaustive review of some well-know notions of dependence, with a complete description of the equivalent definitions and reciprocal relationships, some of them expressed in terms of the properties of the copula or survival copula of (X,Y), is also provided.
- Subjects :
- Pure mathematics
050208 finance
copulas
General Mathematics
lcsh:Mathematics
05 social sciences
Copula (linguistics)
dependence notions
stochastic orders
total positivity
Residual
lcsh:QA1-939
01 natural sciences
010104 statistics & probability
0502 economics and business
Computer Science (miscellaneous)
Random pair
0101 mathematics
Engineering (miscellaneous)
Reciprocal
Mathematics
Subjects
Details
- Database :
- OpenAIRE
- Journal :
- Mathematics 2021, 9(1), 81, RODIN: Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz, Universidad de Cádiz, Mathematics, Vol 9, Iss 81, p 81 (2021), Mathematics; Volume 9; Issue 1; Pages: 81, RODIN. Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz, instname
- Accession number :
- edsair.doi.dedup.....327fa479dc2bb3c4ac9db34d45d24931