Supermodular dependence ordering on a class of multivariate copulas (Q1613090): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Supermodular dependence ordering on a class of multivariate copulas |
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Supermodular dependence ordering on a class of multivariate copulas (English)
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5 September 2002
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The authors find various sets of conditions on pairs of extensions of Archimedean copulas, under which the copulas are ordered in the supermodular stochastic order.
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