Cesaro Supermodular Order and Archimedean Copulas

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NILI SANI H.R.; AMINI M.; KHANJARI M.; SALIMI N.

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Journal: Journal of Sciences, Islamic Republic of Iran Year:2015 | Volume:26 | Issue:1 Page(s): 71-76

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Title

Cesaro Supermodular Order and Archimedean Copulas

Author(s)

NILI SANI H.R. | AMINI M. | KHANJARI M. | SALIMI N. | Issue Writer Certificate

Keywords

Stochastic order

Supermodular order

Positive dependent random variables

Cesaro supermodular order

Archimedean copula

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.

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APA: Copy

NILI SANI, H.R., AMINI, M., KHANJARI, M., & SALIMI, N.. (2015). Cesaro Supermodular Order and Archimedean Copulas. JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN, 26(1), 71-76. SID. https://sid.ir/paper/718327/en

Vancouver: Copy

NILI SANI H.R., AMINI M., KHANJARI M., SALIMI N.. Cesaro Supermodular Order and Archimedean Copulas. JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN[Internet]. 2015;26(1):71-76. Available from: https://sid.ir/paper/718327/en

IEEE: Copy

H.R. NILI SANI, M. AMINI, M. KHANJARI, and N. SALIMI, “Cesaro Supermodular Order and Archimedean Copulas,” JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN, vol. 26, no. 1, pp. 71–76, 2015, [Online]. Available: https://sid.ir/paper/718327/en

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