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Unpublished Paper
A new family of nonexchangeable copulas for positive dependence
Economics & Statistics Discussion Papers (2014)
  • Roy Cerqueti, University of Macerata
  • Claudio Lupi
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.
Keywords
  • Copulas,
  • MTP2,
  • Non exchangeability
Publication Date
November, 2014
Citation Information
Roy 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/