Monotonicity properties of the relative error of a Padé approximation for Mills' ratio.
M-Tests in Multivariate Models.
Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.
We derive the exact distributions of R = X + Y, P = X Y and W = X / (X + Y) and the corresponding moment properties when X and Y follow Muliere and Scarsini's bivariate Pareto distribution. The expressions turn out to involve special functions. We also provide extensive tabulations of the percentage points associated with the distributions. These tables -obtained using intensive computer power- will be of use to the practitioners of the bivariate Pareto distribution.
Multivariate copulas: Transformations, symmetry, order and measures of concordance
The present paper introduces a group of transformations on the collection of all multivariate copulas. The group contains a subgroup which is of particular interest since its elements preserve symmetry, the concordance order between two copulas and the value of every measure of concordance.