Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence (Q3518482)
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scientific article; zbMATH DE number 5309127
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| English | Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence |
scientific article; zbMATH DE number 5309127 |
Statements
Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence (English)
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8 August 2008
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copula
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Marshall-Olkin type distribution
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multivariate Fréchet distribution
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multivariate Gumbel distribution
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pairwise IE transform
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tail dependence
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0.8669037222862244
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0.846257746219635
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0.8224863409996033
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0.8028701543807983
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0.7902342081069946
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