Cesaro Supermodular Order and Archimedean Copulas
In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order that have been proposed by Joe (1997). Also, we...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Tehran
2015-03-01
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| Series: | Journal of Sciences, Islamic Republic of Iran |
| Subjects: | |
| Online Access: | https://jsciences.ut.ac.ir/article_53221_0b22e852b577754e27b901b2cbbdc312.pdf |
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