Article ID Journal Published Year Pages File Type
1152052 Statistics & Probability Letters 2013 6 Pages PDF
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).

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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