A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Marshall-Olkin type multivariate model with underlying dependent shocks |
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A Marshall-Olkin type multivariate model with underlying dependent shocks (English)
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17 February 2023
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Marshall-Olkin distribution
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Kendall's distribution function
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Kendall's tau
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systemic risk
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conditional hazard rates
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copula
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