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Cesaro Supermodular Order and Archimedean Copulas | ||
Journal of Sciences, Islamic Republic of Iran | ||
مقاله 7، دوره 26، شماره 1، خرداد 2015، صفحه 71-76 اصل مقاله (852.24 K) | ||
نوع مقاله: Original Paper | ||
نویسندگان | ||
H.R. Nili Sani* 1؛ M. Amini2؛ M. Khanjari1 | ||
11 Department of Statistics, Faculty of Sciences, University of Birjand, Birjan, Islamic Republic of Iran. | ||
22 Department of Statistics, Faculty of Matematical Sciences, Ferdowsi University of Mashhad, Mashhad, Islamic Republic of Iran. | ||
چکیده | ||
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. | ||
کلیدواژهها | ||
Stochastic order؛ Supermodular order؛ Positive dependent random variables؛ Cesaro supermodular order؛ Archimedean copula | ||
آمار تعداد مشاهده مقاله: 1,225 تعداد دریافت فایل اصل مقاله: 1,132 |