Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence

DOI10.1080/03610920701826211zbMath1145.60011OpenAlexW2127141019MaRDI QIDQ3518482

Haijun Li

Publication date: 8 August 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701826211

zbMATH Keywords

copulatail dependencemultivariate Gumbel distributionmultivariate Fréchet distributionMarshall-Olkin type distributionpairwise IE transform

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Related Items (5)

Multivariate generalized Marshall-Olkin distributions and copulas ⋮ Modeling bivariate lifetimes based on expected present values of residual lives ⋮ Generalized multivariate Gumbel distributions -- dependence, aging properties and applications ⋮ Toward a Copula Theory for Multivariate Regular Variation ⋮ Extended Marshall–Olkin Model and Its Dual Version

Cites Work

• Unnamed Item
• Characterization of a Marshall-Olkin type class of distributions
• Inequalities for distributions with given marginals
• Tail dependence for elliptically contoured distributions
• Majorization of Weighted Trees: A New Tool to Study Correlated Stochastic Systems
• Stochastic bounds and dependence properties of survival times in a multicomponent shock model

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