مرکز منطقه ای اطلاع رساني علوم و فناوري - Supermodular dependence ordering on a class of multivariate copulas

Title of article :

Supermodular dependence ordering on a class of multivariate copulas

Author/Authors :

GAng WEI M.E، نويسنده , , Taizhong Hu، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2002

Pages :

From page :

375

To page :

385

Keywords :

Extreme value copula , Extreme value limit , Supermodular dependence ordering , Concordance ordering , Laplace transform , Multivariate distribution

Journal title :

Statistics and Probability Letters

Serial Year :

2002

Journal title :

Statistics and Probability Letters

Record number :

139849

Link To Document :