Supermodular dependence ordering on a class of multivariate copulas

Authors: Wei G.; Hu T.

Source: Statistics and Probability Letters, Volume 57, Number 4, 1 May 2002 , pp. 375-385(11)

Publisher: Elsevier

Keywords: [Mathematical Subject Codes] 60E15; [Mathematical Subject Codes] 62E10; Multivariate distribution; Extreme value copula; Extreme value limit; Supermodular dependence ordering; Concordance ordering; Laplace transform

Language: English

Document Type: Short communication

DOI: http://dx.doi.org/10.1016/S0167-7152(02)00094-9

Affiliations: 1: Department of Statistics and Finance, University of Science and Technology of China, Hefei, 230026, Anhui, People's Republic of China

Publication date: 2002-05-01

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• By this author: Wei G. ;  Hu T.

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