Some Positive Dependence Orderings involving Tail Dependence
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- George Kimeldorf & Allan Sampson, 1989. "A framework for positive dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(1), pages 31-45, March.
- Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2006.
"Some positive dependence stochastic orders,"
Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 46-78, January.
- Marco Scarsini & Antonio Colangelo & Moshe Shaked, 2006. "Some positive dependence stochastic orders," Post-Print hal-00539122, HAL.
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- Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2005.
"Some notions of multivariate positive dependence,"
Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 13-26, August.
- Marco Scarsini & Antonio Colangelo & Moshe Shaked, 2005. "Some notions of multivariate positive dependence," Post-Print hal-00539601, HAL.
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Keywords
Copula; Fréchet class; positive dependence stochastic ordering; right-tail decreasing (RTI); left-tail decreasing (LTD);All these keywords.
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