Pages that link to "Item:Q3070622"
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The following pages link to Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622):
Displayed 27 items.
- Exchangeable exogenous shock models (Q265306) (← links)
- Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273) (← links)
- Finite exchangeability, Lévy-frailty copulas and higher-order monotonic sequences (Q376267) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Extendibility of Marshall-Olkin distributions and inverse Pascal triangles (Q470359) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- A natural parametrization of multivariate distributions with limited memory (Q512017) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- Moment-based estimation of extendible Marshall-Olkin copulas (Q1936667) (← links)
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution (Q2027091) (← links)
- A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences (Q2180264) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- The Pickands representation of survival Marshall-Olkin copulas (Q2267613) (← links)
- Multivariate generalized Marshall-Olkin distributions and copulas (Q2445486) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- A Multivariate Default Model with Spread and Event Risk (Q4585901) (← links)
- Sampling Exchangeable and Hierarchical Marshall-Olkin Distributions (Q4921627) (← links)
- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
- Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws (Q5235487) (← links)
- A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution (Q5272895) (← links)
- The Mean of Marshall–Olkin-Dependent Exponential Random Variables (Q5272897) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- (Q6146323) (← links)
- A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)