Some positive dependence stochastic orders
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References listed on IDEAS
- Marco Dall’Aglio & Marco Scarsini, 2000.
"Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex,"
ICER Working Papers - Applied Mathematics Series
27-2003, ICER - International Centre for Economic Research, revised Jul 2003.
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More about this item
KeywordsCopula Frechet classes and bounds Marshall-Olkin distributions Farlie-Gumbel-Morgenstern distributions Archimedean copula Left tail decreasing (LTD) Right tail increasing (RTI) Multivariate total positivity Likelihood ratio order Lower orthant decreasing ratio (lodr) order Upper orthant increasing ratio (uoir) order;
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