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Cesaro Supermodular Order and Archimedean Copulas
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نویسنده
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Nili Sani H.R. ,Khanjari M. ,Salimi N. ,Amini M.
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منبع
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journal of sciences islamic republic of iran - 2015 - دوره : 26 - شماره : 1 - صفحه:71 -76
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چکیده
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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.
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کلیدواژه
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Stochastic order ,Supermodular order ,Positive dependent random variables ,Cesaro supermodular order
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آدرس
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university of birjand, ایران, university of birjand, ایران, university of birjand, ایران, ferdowsi university of mashhad, ایران
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Authors
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