On monotone dependence functions of the quantile type
Volume 23 / 1995
Applicationes Mathematicae 23 (1995), 51-72
DOI: 10.4064/am-23-1-51-72
Abstract
We introduce the concept of monotone dependence function of bivariate distributions without moment conditions. Our concept gives, among other things, a characterization of independent and positively (negatively) quadrant dependent random variables.
