Some Positive Dependence Orderings involving Tail Dependence
Year of publication: |
2006-01
|
---|---|
Authors: | Antonio, Colangelo |
Institutions: | Facoltà di Economia, Università degli Studi dell'Insubria |
Subject: | Copula | Fréchet class | positive dependence stochastic ordering | right-tail decreasing (RTI) | left-tail decreasing (LTD) |
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