A probabilistic view on semilinear copulas

DOI10.1016/j.ins.2019.09.069zbMath1461.62060OpenAlexW2981362677WikidataQ127189601 ScholiaQ127189601MaRDI QIDQ1999166

Henrik Sloot, Matthias Scherer

Publication date: 18 March 2021

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2019.09.069

zbMATH Keywords

copulaexogenous shock modeldiagonal sectionMarshall-Olkin copulasurvival copulasemilinear copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Related Items (3)

Extreme generators of shock induced copulas ⋮ Extreme semilinear copulas ⋮ Multivariate copulas with given values at two arbitrary points

Cites Work

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