The frailty and the Archimedean structure of the general multivariate Pareto distributions (Q5445947)
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scientific article; zbMATH DE number 5243811
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| default for all languages | No label defined |
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| English | The frailty and the Archimedean structure of the general multivariate Pareto distributions |
scientific article; zbMATH DE number 5243811 |
Statements
6 March 2008
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MP\(^{(k)}\)
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mixture
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Laplace transform
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frailty model
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Archimedean generator
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\(k\)-variate survival copulas
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Clayton family
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Kendall's \(\tau\)
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0.992654025554657
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0.8071993589401245
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0.8071993589401245
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0.7943348288536072
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0.7880934476852417
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