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Title: A new family of nonexchangeable copulas for positive dependence
Authors: Cerqueti, Roy
Lupi, Claudio
Keywords: Copulas
MTP2 dependence
Issue Date: 23-Nov-2014
Abstract: 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.
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