Supermodular dependence ordering on a class of multivariate copulas (Q1613090): Difference between revisions
From MaRDI portal
Latest revision as of 16:40, 4 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Supermodular dependence ordering on a class of multivariate copulas |
scientific article |
Statements
Supermodular dependence ordering on a class of multivariate copulas (English)
0 references
5 September 2002
0 references
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.
0 references
0 references
