Supermodular dependence ordering on a class of multivariate copulas

Statistics and Probability Letters

Volumn 57, Issue 4, 2002, Pages 375-385

  Wei, Gang ^a   Hu, Taizhong ^b  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

Concordance ordering; Extreme value copula; Extreme value limit; Laplace transform; Multivariate distribution; Supermodular dependence ordering

Indexed keywords

EID: 0036565646     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00094-9     Document Type: Article

References (21)

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