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.
Revue:
Probability in the Engineering and Informational Sciences

ISSN: 0269-9648

Année de publication: 2005

Volumen: 19

Número: 3

Pages: 363-375

Type: Article