The dispersive effect of cross-aging with archimedean copulas

DOI10.1016/j.spl.2011.04.011zbMath1219.62085OpenAlexW1990744488MaRDI QIDQ553098

Michel M. Denuit, M'hamed Mesfioui

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.04.011

zbMATH Keywords

dependencedispersive order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Graphical methods in statistics (62A09)

Related Items (1)

A modified version of stochastic dominance involving dependence

Cites Work

• An introduction to copulas.
• Stochastic orders
• Dispersive ordering-some applications and examples
• Characterizations of the IFR and DFR aging notions by means of the dispersive order
• Archimedean copulae and positive dependence
• Dispersive orderings and characterizations of ageing classes

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