Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475)
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scientific article; zbMATH DE number 7361743
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| English | Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant |
scientific article; zbMATH DE number 7361743 |
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Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (English)
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22 June 2021
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Archimedean copula
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max-infinitely divisible
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\(d\)-monotone function
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simulation algorithm
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0.8008562326431274
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0.7020248770713806
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0.7010548114776611
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