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Modeling directional monotonicity with copulas | ||
| Iranian Journal of Fuzzy Systems | ||
| دوره 22، شماره 1، فروردین و اردیبهشت 2025، صفحه 135-146 اصل مقاله (393.95 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22111/ijfs.2025.49682.8770 | ||
| نویسندگان | ||
| Enrique de Amo1؛ David García-Fernández2؛ José Juan Quesada-Molina3؛ Manuel Úbeda-Flores* 4 | ||
| 1Department of Mathematics. Almeria University | ||
| 2Research Group of Theory of Copulas and Applications, University of Almer´ıa, Spain | ||
| 3Department of Applied Mathematics, Granada, Spain | ||
| 4Department of Mathematics,, University of Almeria, Carretera de Sacramento s/n, 04120 Almeria, Spain | ||
| 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 | ||
| مراجع | ||
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