1
1 Department of Statistics, Faculty of Sciences, University of Birjand, Birjan, Islamic Republic of Iran.
2
2 Department of Statistics, Faculty of Matematical Sciences, Ferdowsi University of Mashhad, Mashhad, Islamic Republic of Iran.
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.
Nili Sani,H , Amini,M and Khanjari,M . (2015). Cesaro Supermodular Order and Archimedean Copulas. Journal of Sciences, Islamic Republic of Iran, 26(1), 71-76.
MLA
Nili Sani,H , , Amini,M , and Khanjari,M . "Cesaro Supermodular Order and Archimedean Copulas", Journal of Sciences, Islamic Republic of Iran, 26, 1, 2015, 71-76.
HARVARD
Nili Sani H, Amini M, Khanjari M. (2015). 'Cesaro Supermodular Order and Archimedean Copulas', Journal of Sciences, Islamic Republic of Iran, 26(1), pp. 71-76.
CHICAGO
H Nili Sani, M Amini and M Khanjari, "Cesaro Supermodular Order and Archimedean Copulas," Journal of Sciences, Islamic Republic of Iran, 26 1 (2015): 71-76,
VANCOUVER
Nili Sani H, Amini M, Khanjari M. Cesaro Supermodular Order and Archimedean Copulas. J. Sci. I. R. I.. 2015;26(1):71-76.
Journal of Sciences, Islamic Republic of Iran