Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152052 | Statistics & Probability Letters | 2013 | 6 Pages |
Abstract
In 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).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Michel Denuit, Mhamed Mesfioui,