Asymmetric linkages: maxmin vs. reflected maxmin copulas

DOI10.1016/j.fss.2019.07.004zbMath1452.60014arXiv1808.07737OpenAlexW2963863150WikidataQ127476426 ScholiaQ127476426MaRDI QIDQ2219341

Blaž Mojškerc, Matjaž Omladič, Damjana Kokol Bukovšek, Tomasž Košir

Publication date: 20 January 2021

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.07737

zbMATH Keywords

copulasurvival analysisshock modelsdependence conceptsmaxmin copulasPQD propertytransformations of distribution functions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Reliability and life testing (62N05)

Related Items (5)

Extreme generators of shock induced copulas ⋮ Some multivariate imprecise shock model copulas ⋮ On some properties of reflected maxmin copulas ⋮ Singular components of shock model copulas ⋮ Constructing copulas from shock models with imprecise distributions

Uses Software

• Mathematica

Cites Work

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