Marshall-Olkin type copulas generated by a global shock

DOI10.1016/j.cam.2015.10.022zbMath1328.62305OpenAlexW1943022412MaRDI QIDQ898985

Gildas Mazo, Fabrizio Durante, Stéphane Girard

Publication date: 21 December 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.10.022

zbMATH Keywords

copulashock modelsMarshall-Olkin distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)

Related Items

Shock models with dependence and asymmetric linkages ⋮ Extreme generators of shock induced copulas ⋮ Extreme semilinear copulas ⋮ Parameterized transformations and truncation: when is the result a copula? ⋮ Some multivariate imprecise shock model copulas ⋮ Reliability analysis under Marshall-Olkin run shock model ⋮ Asymmetric linkages: maxmin vs. reflected maxmin copulas ⋮ Singular components of shock model copulas ⋮ Transformation of a copula using the associated co-copula ⋮ Reflected maxmin copulas and modeling quadrant subindependence ⋮ Constructing copulas from shock models with imprecise distributions

Uses Software

• QRM
• CopulaModel

Cites Work

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