A new family of nonexchangeable copulas for positive dependenceEconomics & Statistics Discussion Papers (2014)
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.
- Non exchangeability
Publication DateNovember, 2014
Citation InformationRoy Cerqueti and Claudio Lupi. "A new family of nonexchangeable copulas for positive dependence" Economics & Statistics Discussion Papers (2014)
Available at: http://works.bepress.com/claudio_lupi/35/