Reparameterizing Marshall–Olkin copulas with applications to sampling
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Publication:3070622
DOI10.1080/00949650903185961zbMath1206.62101MaRDI QIDQ3070622
Jan-Frederik Mai, Matthias Scherer
Publication date: 3 February 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650903185961
Marshall-Olkin copula; Lévy-frailty copula; hierarchical copula; Cuadras-Augé copula; \(n\)-monotone sequence
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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