Reparameterizing Marshall–Olkin copulas with applications to sampling

DOI10.1080/00949650903185961zbMath1206.62101OpenAlexW2064926923MaRDI QIDQ3070622

Jan-Frederik Mai, Matthias Scherer

Publication date: 3 February 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650903185961

zbMATH Keywords

Marshall-Olkin copulaLévy-frailty copulahierarchical copulaCuadras-Augé copula\(n\)-monotone sequence

Mathematics Subject Classification ID

Related Items (27)

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