Bivariate Distributions With Nonmonotone Dependence Structure
提出了一种非单调相依的新排序方法，用于描述具有固定边际和指定相依结构的双变量分布参数族，该方法易于使用且适用于任意边际和相依结构。
A new ordering for nonmonotone dependence is proposed, and a method is presented for describing parametric families of bivariate distributions with fixed marginals and specified dependence structures. The method is easy to use and allows for arbitrary marginals and arbitrary dependence structures (e.g., structures of nonmonotone dependence). Any parametric family of bivariate distributions is ordered by the nonmonotone dependence ordering constructed from the desirable dependence structure. The construction is based on a generalization of the copula of distribution functions to a copula of probability measures on product spaces. Examples are shown for various bivariate distribution