Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant
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Publication:2034475
DOI10.1016/j.jmva.2021.104760zbMath1475.62165arXiv2011.13302OpenAlexW3154088554MaRDI QIDQ2034475
Publication date: 22 June 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.13302
Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)
Related Items (2)
About the exact simulation of bivariate (reciprocal) Archimax copulas ⋮ \(L_p\)-norm spherical copulas
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