Title of article :
Cesaro Supermodular Order and Archimedean Copulas
Author/Authors :
Nili Sani، H.R. نويسنده 1Department of Statistics, Faculty of Sciences, University of Birjand, Birjand, Islamic Republic of Iran , , M. Khanjari Sadegh، M. Khanjari Sadegh نويسنده M. Khanjari Sadegh, M. Khanjari Sadegh , Salimi، N. نويسنده 1 Department of Statistics, Faculty of Sciences, University of Birjand, Birjan, Islamic Republic of Iran. , , Amini، M. نويسنده 2 Department of Statistics, Faculty of Matematical Sciences, Ferdowsi University of Mashhad, Mashhad, Islamic Republic of Iran. ,
Issue Information :
فصلنامه با شماره پیاپی 0 سال 2015
Pages :
6
From page :
71
To page :
76
Abstract :
In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order that have been proposed by Joe (1997). Also, we obtain some relations between it with other orders. Finally, we consider different issues related extended Archimedean copula and positive dependence.
Journal title :
Journal of Sciences
Serial Year :
2015
Journal title :
Journal of Sciences
Record number :
2050783
Link To Document :
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