Supermodular dependence ordering on a class of multivariate copulas (Q1613090)

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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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    author
    Gang Wei
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    Taizhong Hu
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    publication date
    5 September 2002
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    review text
    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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    reviewed by
    Shaked, Moshe
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    zbMATH DE Number
    1796754
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