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Please use this identifier to cite or link to this item: http://hdl.handle.net/2192/284

 
Title: Total positivity for a class of non-exchangeable copulas
Authors: Cerqueti, Roy
Lupi, Claudio
Keywords: Copulas
MTP2 dependence
Non-exchangeability
Issue Date: 20-Apr-2015
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.
URI: http://hdl.handle.net/2192/284
Appears in Collections:4 - REPEC
Econpapers

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