A note on the Galambos copula and its associated Berstein function

DOI10.2478/demo-2014-0002OpenAlexW2052803994MaRDI QIDQ2249910

Jan-Frederik Mai

Publication date: 4 July 2014

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/demo-2014-0002

zbMATH Keywords

infinite divisibilityBernstein functionGalambos copulaMIN-stable multivariate exponential distributionstrong IDT process

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (3)

Copulas, stable tail dependence functions, and multivariate monotonicity ⋮ Extreme-value copulas associated with the expected scaled maximum of independent random variables ⋮ Exact simulation of reciprocal Archimedean copulas

Cites Work

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• Nonparametric estimation of multivariate extreme-value copulas
• Tails of multivariate Archimedean copulas
• Lévy-frailty copulas
• De Finetti-type theorems: An analytical approach
• How rich is the class of processes which are infinitely divisible with respect to time?
• Symmetric Measures on Cartesian Products
• Classes of infinitely divisible distributions and densities
• Order Statistics of Samples from Multivariate Distributions
• Bernstein functions. Theory and applications

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