Archimedean copulae and positive dependence
نویسندگان
چکیده
In this paper, 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 ðMTP2Þ 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. r 2004 Elsevier Inc. All rights reserved. AMS 2000 subject classifications: primary 60E15; secondary 60G09; 62H10; 62H20
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