Total positivity for a class of non-exchangeable copulasEconomics & Statistics Discussion Papers (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.
Publication DateApril, 2015
Citation InformationRoy Cerqueti and Claudio Lupi. "Total positivity for a class of non-exchangeable copulas" Economics & Statistics Discussion Papers (2015)
Available at: http://works.bepress.com/claudio_lupi/37/