Directional dependence orders of random vectors

dc.contributor.author	Amo Artero, Enrique de
dc.contributor.author	Rodríguez Griñolo, María del Rosario
dc.contributor.author	Úbeda Flores, Manuel
dc.date.accessioned	2024-01-29T17:15:40Z
dc.date.available	2024-01-29T17:15:40Z
dc.date.issued	2024-02
dc.identifier.issn	2227-7390
dc.identifier.uri	https://www.mdpi.com/2227-7390/12/3/419
dc.identifier.uri	http://hdl.handle.net/10835/15516
dc.description.abstract	In this paper, we define a multivariate order based on the concept of orthant directional dependence and study some of its properties. The relationships with other dependence orders given in the literature are also studied. We analyze the order between two random vectors in terms of their associated copulas and illustrate our results with several examples.	es_ES
dc.language.iso	en	es_ES
dc.publisher	MDPI	es_ES
dc.subject	copula	es_ES
dc.subject	dependence concept	es_ES
dc.subject	directional coefficient	es_ES
dc.subject	stochastic order	es_ES
dc.title	Directional dependence orders of random vectors	es_ES
dc.type	info:eu-repo/semantics/article	es_ES
dc.rights.accessRights	info:eu-repo/semantics/openAccess	es_ES
dc.identifier.doi	10.3390/ math12030419