LTD and RTI dependence orderings
نویسندگان
چکیده
The authors show how the approach of Capéraà and Genest (Canad. J. Statist., 1990) can be used to order bivariate distributions with arbitrary marginals by their degree of dependence in the LTD (left-tail decreasing) or RTI (right-tail increasing) sense. Some properties of these new orderings are given, along with applications to Archimedean copulas, order statistics and compound random variables.
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