A new extreme value copula and new families of univariate distributions based on Freund's exponential model
DOI10.1515/demo-2020-0018zbMath1466.62327OpenAlexW3117814982WikidataQ115514483 ScholiaQ115514483MaRDI QIDQ830306
Georg Ch. Pflug, Sándor Guzmics
Publication date: 7 May 2021
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2020-0018
copulasmultivariate distributionsextreme value copulasFreund copulalifetime modelingparametric univariate distributionssums of non-independent random variables
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Large deviations (60F10) Reliability and life testing (62N05)
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