an:02167809
Zbl 1065.60018
M??ller, Alfred; Scarsini, Marco
Archimedean copulae and positive dependence
EN
J. Multivariate Anal. 93, No. 2, 434-445 (2005).
00115070
2005
j
60E15 62G09 62H10 62H20
Conditionally increasing; MTP\(_2\); Positive lower orthant dependent; Exchangeability; Binary sequences
Summary: We consider different issues related to Archimedean copulae and positive dependence. In the first part, we characterize Archimedean copulae that possess positive dependence properties such as multivariate total positivity of order 2 (MTP\(_2\)) and conditionally increasingness in sequence. In the second part, we investigate conditions for exchangeable binary sequences to admit an Archimedean copula, and we show that they depend on the extendibility of the sequence, and therefore on its positive-dependence properties.