LTD and RTI dependence orderings

Canadian Journal of Statistics

Volumn 28, Issue 1, 2000, Pages 151-157

  Averous, Jean ^a   Dortet Bernadet, Jean Luc ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

Archimedean copulas; Dependence orderings; Left tail decreasing; Positive quadrant dependence; Right tail increasing; Stochastically increasing

Indexed keywords

EID: 0034344433     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315794     Document Type: Article

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