On the class of g-monotone dependence functions

In this paper a higher class of monotone dependence functions is defined and their properties are investigated. A class of monotone dependence functions is introduced in Kowalczyk (1987) and Kowalczyk et al. (1977). Another, one parameter class is considered in Krajka et al. (1992). The higher class of monotone dependence functions described in this paper generalizes both these cases. The paper is complemented by examples and applications.Monotone dependence functions Measures of dependence Quantile Independent, Positively (negatively) quadrant dependent random variables