Non-exchangeable copulas and multivariate total positivity

DOI10.1016/j.ins.2016.04.026zbMath1433.62131OpenAlexW2345357250MaRDI QIDQ2279694

Roy Cerqueti, Claudio Lupi

Publication date: 13 December 2019

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://openresearch.lsbu.ac.uk/download/2f8d7988683c9e4becad3e5f694d893465edc6068dc6b10da309f82313e8d2c5/231988/INS_revision_20032016.pdf

zbMATH Keywords

copulasdependenceMTP2multivariate total positivity of order 2non-exchangeability

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites Work

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• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities
• Archimedean copulae and positive dependence
• Exchangeable copulas
• A generalization of the Archimedean class of bivariate copulas
• False discovery rate control for non-positively regression dependent test statistics

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