Total positivity for a class of non-exchangeable copulas
Year of publication: |
2015-04-20
|
---|---|
Authors: | Cerqueti, Roy ; Lupi, Claudio |
Institutions: | Dipartimento di Economia, Gestione, Società e Istituzioni, Università degli Studi del Molise |
Subject: | Copulas | MTP2 dependence | Non-exchangeability |
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