Cerqueti, Roy; Lupi, Claudio - Dipartimento di Economia, Gestione, Società e … - 2015
This note contributes to the development of the theory of stochastic dependence by employing the general concept of copula. In particular, it deals with the construction of a new family of non-exchangeable copulas characterizing the multivariate total positivity of order 2 (MTP2) dependence.