Cesaro Supermodular Order and Archimedean Copulas
In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order that have been proposed by Joe (1997). Also, we...
Bewaard in:
| Hoofdauteurs: | , , |
|---|---|
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
University of Tehran
2015-03-01
|
| Reeks: | Journal of Sciences, Islamic Republic of Iran |
| Onderwerpen: | |
| Online toegang: | https://jsciences.ut.ac.ir/article_53221_0b22e852b577754e27b901b2cbbdc312.pdf |
| Tags: |
Geen labels, Wees de eerste die dit record labelt!
|