Repositorio Institucional de la Universidad de Oviedo

Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Frechet-Hoeffding upper bound

Author:

Montes Gutiérrez, Ignacio; Montes Rodríguez, Susana

Publication date:

2016

Publisher version:

http://dx.doi.org/10.1016/j.jmva.2015.09.015

Citación:

Journal Of Multivariate Analysis, 143, p. 275-298 (2016); doi:10.1016/j.jmva.2015.09.015

Descripción física:

p. 275-298

URI:

http://hdl.handle.net/10651/37228

ISSN:

0047-259X

DOI:

10.1016/j.jmva.2015.09.015

Patrocinado por:

Spanish Ministry of Economy [TIN2014-59543-P]