Multivariate survival functions with a min-stable property

MaRDI QIDQ5926420zbMATH OpenFDO

Authors Harry Joe, C. Ma

Publication date 25 April 2002

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

copulamin-infinite divisibilitymin-stablepositive dependenceweighted minima

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis (62H99) Survival analysis and censored data (62N99)

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Cites work

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Cited in

(8)

• Families of min-stable multivariate exponential and multivariate extreme value distributions
• Multivariate extensions of univariate life distributions
• A note on the Galambos copula and its associated Berstein function
• Strength of tail dependence based on conditional tail expectation
• On Characterizing Joint Survivor Functions by Minima
• Tail order and intermediate tail dependence of multivariate copulas
• Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences
• Properties of CoVaR based on tail expansions of copulas

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