For functions of several variables there exist many notions of monotonicity, three of them being characteristic for resp. distribution, survival and co-survival functions. In each case the “degree” of monotonicity is just the basic one of a whole scale
When introducing copulas, it is commonly admitted that copulas are interesting because they allow to...
AbstractTail dependence and conditional tail dependence functions describe, respectively, the tail p...
Copulas are multivariate cumulative distribution functions with uniform margins on the unit interval...
For functions of several variables there exist many notions of monotonicity, three of them being cha...
Monotonicity is an important type of dependence of random variables. The paper reviews the definitio...
The aim of this paper is to give a measure of the tail dependence for ndimensional Archimedean copu...
This paper studies the general multivariate dependence and tail dependence of a random vector. We an...
The monotonicity properties of multivariate distribution functions are definitely more complicated t...
When the failure function is monotone, some monotonic reliability methods are used to gratefully sim...
Restricted until 15 Feb. 2009.A construction of multivariate distribution functions that allows for ...
In this paper, we introduce a new family of multivariate distributions, so called the multivariate p...
We analyze the multivariate upper and lower tail dependence coefficients,obtained extending the exis...
Tail dependence and conditional tail dependence functions describe, respectively, the tail probabili...
Tail dependence and conditional tail dependence functions describe, respectively, the tail probabili...
We present some known and novel aspects about bivariate copulas with prescribed diagonal section by ...
When introducing copulas, it is commonly admitted that copulas are interesting because they allow to...
AbstractTail dependence and conditional tail dependence functions describe, respectively, the tail p...
Copulas are multivariate cumulative distribution functions with uniform margins on the unit interval...
For functions of several variables there exist many notions of monotonicity, three of them being cha...
Monotonicity is an important type of dependence of random variables. The paper reviews the definitio...
The aim of this paper is to give a measure of the tail dependence for ndimensional Archimedean copu...
This paper studies the general multivariate dependence and tail dependence of a random vector. We an...
The monotonicity properties of multivariate distribution functions are definitely more complicated t...
When the failure function is monotone, some monotonic reliability methods are used to gratefully sim...
Restricted until 15 Feb. 2009.A construction of multivariate distribution functions that allows for ...
In this paper, we introduce a new family of multivariate distributions, so called the multivariate p...
We analyze the multivariate upper and lower tail dependence coefficients,obtained extending the exis...
Tail dependence and conditional tail dependence functions describe, respectively, the tail probabili...
Tail dependence and conditional tail dependence functions describe, respectively, the tail probabili...
We present some known and novel aspects about bivariate copulas with prescribed diagonal section by ...
When introducing copulas, it is commonly admitted that copulas are interesting because they allow to...
AbstractTail dependence and conditional tail dependence functions describe, respectively, the tail p...
Copulas are multivariate cumulative distribution functions with uniform margins on the unit interval...
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