Weak Dependence Notions and Their Mutual Relationships

被引:8
|
作者
Navarro, Jorge [1 ]
Pellerey, Franco [2 ]
Sordo, Miguel A. [3 ]
机构
[1] Univ Murcia, Fac Matemat, Campus Espinardo, Murcia 30100, Spain
[2] Politecn Torino, Dipartimento Sci Matemat, Cso Duca Abruzzi 24, I-10129 Turin, Italy
[3] Univ Cadiz, Dept Estadit & IO, C Duque de Najera 8, Cadiz 11002, Spain
关键词
dependence notions; stochastic orders; copulas; total positivity; BOUNDS;
D O I
10.3390/math9010081
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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.
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页码:1 / 27
页数:27
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