Modeling directional monotonicity with copulas

De Amo, Enrique; García-Fernández, David; Quesada-Molina, Jos&eacute; Juan; &Uacute;beda-Flores, Manuel

doi:10.22111/ijfs.2025.49682.8770

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

https://doi.org/10.22111/ijfs.2025.49682.8770

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

Fuzzy Math

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Modeling directional monotonicity with copulas

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References

Volume 22, Issue 1January and February 2025Pages 135-146

Volume 22, Issue 1
January and February 2025
Pages 135-146