Archimedean copulae and positive dependence

Journal of Multivariate Analysis

Volumn 93, Issue 2, 2005, Pages 434-445

  Müller, Alfred ^a   Scarsini, Marco ^b  

^a UNIVERSITY OF KARLSRUHE   (Germany)

^b UNIVERSITY OF TURIN   (Italy)

Author keywords

Binary sequences; Conditionally increasing; Exchangeability; MTP2; Positive lower orthant dependent

Indexed keywords

EID: 14644425431     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2004.04.003     Document Type: Article

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