Articles

Archimedean copulae and positive dependence

A. Müller, M. SCARSINI

Journal of Multivariate Analysis

2005, vol. 93, pp.434-445

Départements : Economie et Sciences de la décision

Mots clés : Conditionally increasing, MTP2, Positive lower orthant dependent, Exchangeability, Binary sequences

ftp://ftp.repec.org/opt/ReDIF/RePEc/icr/wp2003/Scarsini25-03.pdf



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