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Monotonic Dependence Functions of Bivariate Distributions

Monotonic Dependence Functions of Bivariate Distributions

A new characterization of monotonic dependence is given here proceeding in a natural way from the consideration of a type of dependence weaker than quadrant dependence. More precisely, each bivariate distribution of $(X, Y)$ is transformed onto a pair of functions $^\mu{X, Y}$ and $^\mu{Y, X}$ defined on the interval …