Modeling Directional Monotonicity in Sequence with Copulas
In this paper, we present the concept of being monotonic in sequence according to a specific direction for a collection of random variables. This concept broadens the existing notions of multivariate dependence, such as sequential left-tail and right-tail dependence. Furthermore, we explore connecti...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-11-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/13/11/785 |
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