Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/00949650903185961
+Normal rank
@@ Property / OpenAlex ID @@
+W2064926923
@@ Property / OpenAlex ID: W2064926923 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
+Normal rank
@@ Property / cites work @@
+A Multivariate Exponential Distribution
@@ Property / cites work: A Multivariate Exponential Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence comparison of survival Marshall-Olkin copulas
+Normal rank
@@ Property / cites work @@
+Families of Multivariate Distributions
@@ Property / cites work: Families of Multivariate Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate Survival Models Induced by Frailties
@@ Property / cites work: Bivariate Survival Models Induced by Frailties / rank @@
+Normal rank
@@ Property / cites work @@
+A TRACTABLE MULTIVARIATE DEFAULT MODEL BASED ON A STOCHASTIC TIME-CHANGE
+Normal rank
@@ Property / cites work @@
+Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
+Normal rank
@@ Property / cites work @@
+Extreme value properties of multivariate \(t\) copulas
+Normal rank
@@ Property / cites work @@
+Sampling nested Archimedean copulas
@@ Property / cites work: Sampling nested Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling Archimedean copulas
@@ Property / cites work: Sampling Archimedean copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy-frailty copulas
@@ Property / cites work: Lévy-frailty copulas / rank @@
+Normal rank
@@ Property / cites work @@
+A note on exchangeable sequences
@@ Property / cites work: A note on exchangeable sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Composition of Completely Monotonic Functions and Completely Monotonic Sequences and Related Questions
+Normal rank
@@ Property / cites work @@
+Moments of convex distribution functions and completely alternating sequences
+Normal rank
@@ Property / cites work @@
+On the extremal dependence coefficient of multivariate distributions
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+A continuous general multivariate distribution and its properties
+Normal rank
@@ Property / cites work @@
+Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
+Normal rank