کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10524496 957560 2005 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Archimedean copulae and positive dependence
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Archimedean copulae and positive dependence
چکیده انگلیسی
In this paper, we consider different issues related to Archimedean copulae and positive dependence. In the first part, we characterize Archimedean copulae that possess positive dependence properties such as multivariate total positivity of order 2 (MTP2) and conditionally increasingness in sequence. In the second part, we investigate conditions for exchangeable binary sequences to admit an Archimedean copula, and we show that they depend on the extendibility of the sequence, and therefore on its positive-dependence properties.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 93, Issue 2, April 2005, Pages 434-445
نویسندگان
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