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A New Family Of Nonexchangeable Copulas For Positive Dependence, Roy Cerqueti, Claudio Lupi
A New Family Of Nonexchangeable Copulas For Positive Dependence, Roy Cerqueti, Claudio Lupi
Claudio Lupi
This note contributes to the development of the theory of stochastic dependence by employing the general concept of copula. In particular, it deals with the construction of a new family of non-exchangeable copulas characterizing the multivariate total positivity of order 2 (MTP2) dependence.