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Unpublished Paper
Total positivity for a class of non-exchangeable copulas
Economics & Statistics Discussion Papers (2015)
  • 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
April, 2015
Citation Information
Roy 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/