A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences

DOI10.1214/18-BJPS415zbMath1444.62065MaRDI QIDQ2180264

Natalia Shenkman

Publication date: 13 May 2020

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1580720427

zbMATH Keywords

exchangeabilityMarshall-Olkin distributionlack of memory\(d\)-monotone sequence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Reliability and life testing (62N05)

Related Items (1)

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Cites Work

• Finite exchangeability, Lévy-frailty copulas and higher-order monotonic sequences
• A natural parametrization of multivariate distributions with limited memory
• Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
• An introduction to copulas.
• Constructing copula functions with weighted geometric means
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
• Lévy-frailty copulas
• A concept of duality for multivariate exchangeable survival models
• Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws
• Reparameterizing Marshall–Olkin copulas with applications to sampling
• Simulating Copulas
• Moments of convex distribution functions and completely alternating sequences
• A Multivariate Exponential Distribution

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