Decancq, Koen - In: Journal of Economic Theory 147 (2012) 4, pp. 1450-1459
A Fréchet class collects all multivariate joint distribution functions that have the same marginals. Members of a Fréchet class only differ with respect to the interdependence between their marginals. In this paper, I study orders of interdependence on a Fréchet class using two multivariate...