TY  - JOUR
AV  - public
TI  - Threshold copulas and positive dependence
SP  - 2902 
N2  - Starting with a notion of positive dependence View the MathML source and with the family of the lower threshold copulas Ct associated with a bivariate distribution having copula C, we define different notions of positive dependence for C, reflecting the dependence properties of the copulas Ct for some t.
Then, we analyze some structural aspects of lower threshold copulas and of the given definitions. Furthermore we consider several specific cases arising from relevant special choices of View the MathML source (e.g., PQD, LTD, TP2 and PLR). Our analysis, in particular, allows us to present a number of relevant examples and counter-examples, which can be useful in the study of the tail dependence for a bivariate distribution.
ID  - eprints706
EP  -  2909
VL  - 78
A1  - Durante, Fabrizio
A1  - Foschi, Rachele
A1  - Spizzichino, Fabio
UR  - http://www.sciencedirect.com/science/article/pii/S0167715208002344
JF  - Statistics & Probability Letters
Y1  - 2008///
IS  - 17
ER  -