Title : ( Cesaro Supermodular Order and Archimedean Copulas )
Authors: H. R. Nili Sani , Mohammad Amini , Mohammad Khanjari Sadegh , N. Salimi ,
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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
Keywords
Stochastic order; Supermodular order; Positive dependent random variables; Cesaro supermodular order; Archimedean copula.
@article{paperid:1048404,
author = {H. R. Nili Sani and Amini, Mohammad and Khanjari Sadegh, Mohammad and N. Salimi},
title = {Cesaro Supermodular Order and Archimedean Copulas},
journal = {Journal of Sciences, Islamic Republic of Iran},
year = {2015},
volume = {26},
number = {1},
month = {May},
issn = {1016-1104},
pages = {71--76},
numpages = {5},
keywords = {Stochastic order; Supermodular order; Positive dependent random variables; Cesaro
supermodular order; Archimedean copula.},
}
%0 Journal Article
%T Cesaro Supermodular Order and Archimedean Copulas
%A H. R. Nili Sani
%A Amini, Mohammad
%A Khanjari Sadegh, Mohammad
%A N. Salimi
%J Journal of Sciences, Islamic Republic of Iran
%@ 1016-1104
%D 2015
