Autore:
Colangelo, Antonio Titolo:
Some positive dependence oderings involving tail dependencePeriodico:
Università degli Studi dell'Insubria. Dipartimento di Economia. Quaderni di ricercaAnno:
2006 - Fascicolo:
1 - Pagina iniziale:
1 - Pagina finale:
15In this paper we discuss the properties of the orderings of positive dependence
introduced by Hollander et al. (1990) as generalizing the bivariate positive de-
pendence concepts of left-tail decreasing (LTD) and right-tail increasing (RTI)
studied by Esary and Proschan (1972). We show which of the postulates pro-
posed by Kimeldorf and Sampson (1987) for a reasonable positive dependence
ordering are satis¯ed and how the orders can be studied by restricting them
to copulas, and we give some examples. We also investigate the relationship of
these orders with some other orderings which have appeared in the literature
and generalize the same notions of positive dependence.
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