A sufficient condition of crossing type for the bivariate orthant convex order
AbstractIn this work, we derive a sufficient condition for the orthant convex order based on the single crossing of the respective joint survival functions. This condition is expressed in terms of the generators for Archimedean copulas. Numerical examples show that this condition is valid for members of standard copula families (including the Clayton and Frank ones).
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 83 (2013)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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