Marshall-Olkin distributions -- advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2--3, 2013

DOI10.1007/978-3-319-19039-6zbMath1322.60002OpenAlexW1956717705MaRDI QIDQ2348155

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Publication date: 10 June 2015

Published in: Springer Proceedings in Mathematics \& Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-19039-6

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Proceedings of conferences of miscellaneous specific interest (00B25) Stochastic models in economics (91B70) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06)

Related Items (17)

BIVARIATE MARSHALL–OLKIN EXPONENTIAL SHOCK MODEL ⋮ Tail dependence of the Gaussian copula revisited ⋮ Multiple risk factor dependence structures: copulas and related properties ⋮ Shock models with dependence and asymmetric linkages ⋮ Statistical inference of Marshall-Olkin bivariate Weibull distribution with three shocks based on progressive interval censored data ⋮ Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications ⋮ A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property ⋮ On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution ⋮ Marshall-Olkin type copulas generated by a global shock ⋮ Unnamed Item ⋮ Asymmetric linkages: maxmin vs. reflected maxmin copulas ⋮ A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE ⋮ On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation ⋮ Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution ⋮ Reflected maxmin copulas and modeling quadrant subindependence ⋮ Constructing copulas from shock models with imprecise distributions ⋮ A Compendium of Copulas

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