A note on the Galambos copula and its associated Berstein function
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Publication:2249910
DOI10.2478/demo-2014-0002OpenAlexW2052803994MaRDI QIDQ2249910
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
infinite divisibilityBernstein functionGalambos copulaMIN-stable multivariate exponential distributionstrong IDT process
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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- 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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