Copulas Based on Marshall–Olkin Machinery

DOI10.1007/978-3-319-19039-6_2zbMath1365.62188OpenAlexW956952234MaRDI QIDQ5272896

Stéphane Girard, Gildas Mazo, Fabrizio Durante

Publication date: 5 July 2017

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_2

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (11)

Shock models with dependence and asymmetric linkages ⋮ Extreme generators of shock induced copulas ⋮ Marshall-Olkin type copulas generated by a global shock ⋮ Asymmetric linkages: maxmin vs. reflected maxmin copulas ⋮ Singular components of shock model copulas ⋮ Dependence properties of multivariate distributions with proportional hazard rate marginals ⋮ Dependence properties and Bayesian inference for asymmetric multivariate copulas ⋮ Multivariate upper semilinear copulas ⋮ Transformation of a copula using the associated co-copula ⋮ Constructing copulas from shock models with imprecise distributions ⋮ Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution

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