5 papers
The W-footrule coefficient: A copula-based measure of countermonotonicity
Enrique de Amo, David GarcÃa-Fernández, Manuel Ãbeda-Flores
We introduce the -footrule coefficient , a copula-based coefficient of negative association defined as the -distance to the countermonotonic copula . We prove that…
Directional footrule-coefficients
Enrique de Amo, David GarcÃa-Fernández, Manuel Ãbeda-Flores
Rank-based dependence measures such as Spearman's footrule are robust and invariant, but they often fail to capture directional or asymmetric dependence in multivariate settings. T…
Directional -coefficients
Enrique de Amo, David GarcÃa-Fernández, Manuel Ãbeda-Flores
In this paper we obtain advances for the concept of directional -coefficients, originally defined for the trivariate case in [Nelsen, R.B., Ãbeda-Flores, M. (2011). Directiona…
Total positivity and dependence of order statistics
Enrique de Amo, José Juan Quesada-Molina, Manuel Ãbeda-Flores
In this comprehensive study, we delve deeply into the concept of multivariate total positivity, defining it in accordance with a direction. We rigorously explore numerous salient p…
Modeling directional monotonicity with copulas
Enrique de Amo, David GarcÃa-Fernández, José Juan Quesada-Molina +1
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 s…