Supermigrative copulas and positive dependence |
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| Authors: | Fabrizio Durante Roberto Ghiselli-Ricci |
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| Institution: | 1. School of Economics and Management, Free University of Bozen-Bolzano, 39100, Bolzano, Italy
2. Dipartimento di Economia Istituzioni Territorio, Università di Ferrara, 44121, Ferrara, Italy
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| Abstract: | Recent investigations about notions of bivariate aging have underlined the need to introduce some new properties of positive dependence for a bivariate random vector. Here, by using the recent notion of supermigrativity of a bivariate copula, a?positive dependence property is introduced and investigated. Comparisons with other notions of positive dependence are also presented. |
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