Modeling directional monotonicity with copulas

Document Type : Research Paper

Authors

1 Department of Mathematics. Almeria University

2 Research Group of Theory of Copulas and Applications, University of Almer´ıa, Spain

3 Department of Applied Mathematics, Granada, Spain

4 Department of Mathematics,, University of Almeria, Carretera de Sacramento s/n, 04120 Almeria, Spain

Abstract

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. We start establishing relationships in the bivariate and trivariate cases, which will help to understand the extension to the multivariate case. Several examples are provided.

Keywords

Main Subjects

References

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Iranian Journal of Fuzzy Systems
Volume 22, Issue 1
January and February 2025
Pages 135-146

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