On the Mai-Wang stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant
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Publication:6596174
DOI10.1016/J.JMVA.2024.105331MaRDI QIDQ6596174
Johanna G. Nešlehová, Christian Genest
Publication date: 2 September 2024
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) General theory of stochastic processes (60G07) Multivariate analysis (62Hxx)
Cites Work
- Multiply monotone functions and their Laplace transforms
- An introduction to copulas.
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant
- Multivariate Archimax copulas
- Multivariate survival distributions
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