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- W4292964795 abstract "AbstractDue to their appealing characteristics, Archimedean copulas are frequently used in applications and have been thoroughly investigated in the literature. Their very restrictive, exchangeable structure leads to certain positive dependence properties such as lower tail decreasingness (LTD) and total positivity of order 2 of an Archimedean copula being equivalent. In the present paper we show that stochastical increasingness (SI) is equivalent to total positivity of order 2 where the latter now refers to the Archimedean copula’s conditional distribution. Thus, each of the coordinate-wise defined properties LTD and SI has an equivalent counterpart formulated in terms of total positivity of order 2." @default.
- W4292964795 created "2022-08-24" @default.
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- W4292964795 date "2022-08-25" @default.
- W4292964795 modified "2023-09-27" @default.
- W4292964795 title "On Positive Dependence Properties for Archimedean Copulas" @default.
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- W4292964795 doi "https://doi.org/10.1007/978-3-031-15509-3_21" @default.
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