Archimedean copulae and positive dependence-Reference-Cited by-同舟云学术

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Archimedean copulae and positive dependence

Published:2005-04 Issue:2 Volume:93 Page:434-445
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Müller Alfred,Scarsini Marco

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference34 articles.

1. LTD and RTI dependence orderings;Averous;Canad. J. Statist.,2000

2. Characterizations and semiparametric regression estimation in Archimedean copulas;Bagdonavičius;J. Appl. Statist. Sci.,1999

3. Archimedean copulas, exchangeability, and max-stability;Ballerini;J. Appl. Probab.,1994

4. Statistical Theory of Reliability and Life Testing;Barlow,1975

5. B. Bassan, F. Spizzichino, Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes, Mimeo, 2002.

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