The following pages link to Lévy-frailty copulas (Q1021855):
Displayed 19 items.
- 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)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas (Q631606) (← links)
- New constructions of diagonal patchwork copulas (Q730929) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- Shot-noise driven multivariate default models (Q1936462) (← 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)
- A note on the Galambos copula and its associated Berstein function (Q2249910) (← links)
- Multivariate copulas with hairpin support (Q2252904) (← links)
- The Pickands representation of survival Marshall-Olkin copulas (Q2267613) (← links)
- Expansions for bivariate copulas (Q2348320) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- A method for constructing higher-dimensional copulas (Q2892910) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- Sampling Exchangeable and Hierarchical Marshall-Olkin Distributions (Q4921627) (← links)