Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic decomposition for _p-norm symmetric survival functions on the positive orthant |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant |
scientific article |
Statements
Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (English)
0 references
22 June 2021
0 references
Archimedean copula
0 references
max-infinitely divisible
0 references
\(d\)-monotone function
0 references
simulation algorithm
0 references
0 references
0 references
0 references
0.8008562326431274
0 references
0.7020248770713806
0 references
0.7010548114776611
0 references
