A note on the Galambos copula and its associated Berstein function

DOI10.2478/demo-2014-0002MaRDI 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 divisibility; Bernstein function; Galambos copula; MIN-stable multivariate exponential distribution; strong IDT process

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

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

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