Monotonicity criteria
| aut.conference.type | Paper Published in Proceedings | |
| aut.relation.endpage | 1599 | |
| aut.relation.issue | 73 | |
| aut.relation.startpage | 1594 | |
| aut.researcher | Kachapova, Farida | |
| dc.contributor.author | Kachapova, F | |
| dc.contributor.author | Kachapov, I | |
| dc.date.accessioned | 2013-06-07T07:31:37Z | |
| dc.date.available | 2013-06-07T07:31:37Z | |
| dc.date.copyright | 2013 | |
| dc.date.issued | 2013 | |
| dc.description.abstract | Monotonicity is an important type of dependence of random variables. The paper reviews the definitions of comonotonicity and counter-monotonicity, their existing criteria and introduces a new criterion for each of the two concepts, along with some proofs. The new criteria are similar to the definition of a monotone function and clarify the meaning of the monotonicity concept. Stronger criteria are proven for the case of continuous marginals. | |
| dc.identifier.citation | International conference on probability and statistics , Dubai, 2013-01-30, published in: World Academy of Science, Engineering and Technology (73), pp.1594 - 1599 | |
| dc.identifier.issn | 2010-376X | |
| dc.identifier.issn | 2010-3778 | |
| dc.identifier.uri | https://hdl.handle.net/10292/5434 | |
| dc.publisher | World Academy of Science, Engineering and Technology (WASET) | |
| dc.relation.uri | https://www.waset.org/Publications | |
| dc.rights | World Academy of Science, Engineering and Technology is a scholarly open access, peer reviewed, interdisciplinary, monthly and fully refereed international journal focusing on theories, methods and applications in Science, Engineering and Technology. | |
| dc.rights.accessrights | OpenAccess | |
| dc.subject | Comonotonic | |
| dc.subject | Counter-monotonic | |
| dc.subject | Marginal | |
| dc.subject | Monotonicity | |
| dc.title | Monotonicity criteria | |
| dc.type | Conference Contribution | |
| pubs.elements-id | 136931 | |
| pubs.organisational-data | /AUT | |
| pubs.organisational-data | /AUT/Design & Creative Technologies | |
| pubs.organisational-data | /AUT/Design & Creative Technologies/School of Computing & Mathematical Science |