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Asymmetric linkages: maxmin vs. reflected maxmin copulas - MaRDI portal

Asymmetric linkages: maxmin vs. reflected maxmin copulas (Q2219341)

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Asymmetric linkages: maxmin vs. reflected maxmin copulas
scientific article

    Statements

    title
    Asymmetric linkages: maxmin vs. reflected maxmin copulas (English)
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    author
    Blaž Mojškerc
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    Matjaž Omladič
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    Tomasž Košir
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    publication date
    20 January 2021
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    zbMATH Keywords
    copula
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    dependence concepts
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    maxmin copulas
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    transformations of distribution functions
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    PQD property
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    survival analysis
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    shock models
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    cites work
    Semilinear copulas
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    Q3281461
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    Identifiers

    Mathematics Subject Classification ID
    60E05
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    62H05
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    62N05
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    zbMATH DE Number
    7298522
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    OpenAlex ID
    W2963863150
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    arXiv ID
    1808.07737
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    Wikidata QID
    Q127476426
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