The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
type: Item
instance of: scholarly article
title: The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
zbMATH Open document ID: 1415.62030
DOI: 10.3150/17-BEJ977
author: Christian Genest
author: Johanna Nešlehová
author: Louis-Paul Rivest
published in: Bernoulli
publication date: 2018-05-18T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bj/1524038769
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 6869891
zbMATH Keywords: Clayton copula
zbMATH Keywords: completely monotone function
zbMATH Keywords: exponent measure
zbMATH Keywords: Galambos copula
zbMATH Keywords: Laplace transform
zbMATH Keywords: \(\ell_{1}\)-norm symmetric max-id distributions
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6869891