Yang, Haizhong; Sun, Suting - In: Statistics & Probability Letters 83 (2013) 9, pp. 2039-2044
Let X and Y be two nonnegative dependent random variables according to a copula function. Under appropriate conditions, the closure property of the product XY is derived when X belongs to class S and R, respectively. Some examples are provided to illustrate the impact of the dependence structure...