Report
Modeling directional monotonicity with copulas
| العنوان: | Modeling directional monotonicity with copulas |
|---|---|
| المؤلفون: | de Amo, Enrique, García-Fernández, David, Quesada-Molina, José Juan, Úbeda-Flores, Manuel |
| سنة النشر: | 2025 |
| المجموعة: | Mathematics Statistics |
| مصطلحات موضوعية: | Mathematics - Statistics Theory, Mathematics - Probability |
| الوصف: | The purpose of this paper is to characterize the concept of monotonicity according to a direction related to a set of n random variables in terms of its associated n-copula C. We start establishing relationships in the bivariate and trivariate cases, which help to understand the extension to the multivariate case. Examples of copulas in all the studied cases are provided. |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2501.03350 |
| رقم الانضمام: | edsarx.2501.03350 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |