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arXiv · 2501.03350

Modeling directional monotonicity with copulas

Enrique de Amo·David García-Fernández·José Juan Quesada-Molina·Manuel Úbeda-Flores
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Abstract

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 C. We start establishing relationships in the bivariate and trivariate cases, which help to understand the extension to the multivariate case. Examples of copulas in all the studied cases are provided.

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Enrique de Amo, David García-Fernández, José Juan Quesada-Molina, Manuel Úbeda-Flores. 2025-01-06. Modeling directional monotonicity with copulas. https://arxiv.org/abs/2501.03350

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