Modeling directional monotonicity with copulas

نویسندگان
De Amo, Enrique ID 1
Quesada-Molina, José Juan ID 2
García-Fernández, David ID 3
Úbeda-Flores, Manuel ID 4

1 Department of Mathematics. Almeria University

2 Department of Applied Mathematics, Granada, Spain

3 Research Group of Theory of Copulas and Applications, University of Almer´ıa, Spain

4 Department of Mathematics,, University of Almeria, Carretera de Sacramento s/n, 04120 Almeria, Spain

doi
10.22111/ijfs.2025.49682.8770
چکیده

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. We start establishing relationships in the bivariate and trivariate cases, which will help to understand the extension to the multivariate case. Several examples are provided.

کلیدواژه‌ها
Copula, directional monotonicity, random variable