Multivariate dispersion order and the notion of copula applied to the multivariate t-distribution

  1. Arias-Nicolás, J.P.
  2. Fernández-Ponce, J.M.
  3. Luque-Calvo, P.
  4. Suárez-Llorens, A.
Journal:
Probability in the Engineering and Informational Sciences

ISSN: 0269-9648

Year of publication: 2005

Volume: 19

Issue: 3

Pages: 363-375

Type: Article

GOOGLE SCHOLAR
Data source: Scopus