Multivariate dependence concepts through copulas

International Journal of Approximate Reasoning(2015)

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摘要
In this paper, multivariate dependence concepts such as affiliation, association and positive lower orthant dependent are studied in terms of copulas. Relationships among these dependent concepts are obtained. An affiliation is a notion of dependence among the elements of a random vector. It has been shown that the affiliation property is preserved using linear interpolation of subcopula. Also our results are applied to the multivariate skew-normal copula. As an application, the dependence concepts used in auction with affiliated signals are discussed. Several examples are given for illustration of the main results.
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关键词
Affiliation,Copula,Linear interpolation,Positively quadrant dependent,Multivariate skew normal distribution,Affiliated signals
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