Modeling directional monotonicity with copulas
Statistics Theory
2025-01-08 v1 Probability
Statistics Theory
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 C. We start establishing relationships in the bivariate and trivariate cases, which help to understand the extension to the multivariate case. Examples of copulas in all the studied cases are provided.
Cite
@article{arxiv.2501.03350,
title = {Modeling directional monotonicity with copulas},
author = {Enrique de Amo and David García-Fernández and José Juan Quesada-Molina and Manuel Úbeda-Flores},
journal= {arXiv preprint arXiv:2501.03350},
year = {2025}
}